+648.3%
CVNA vs FICO
+4.8%
+643.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -16.7% | +18.3% | +7.9% |
| 7D | +0.7% | -19.2% | +19.9% | +8.2% |
| 30D | +7.4% | -14.6% | +21.9% | +12.6% |
| 3M | +12.7% | -20.1% | +32.8% | +20.0% |
| 6M | +17.9% | -36.3% | +54.2% | +37.0% |
| YTD | -11.6% | -44.9% | +33.2% | +9.8% |
| 1Y | +0.8% | -38.6% | +39.4% | +14.9% |
| All | +648.3% | +4.8% | +643.5% | +454.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FICO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling