+3,259.9%
CVNA vs FICO
+597.8%
+2,662.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -16.7% | +18.3% | +14.3% |
| 7D | +0.7% | -19.2% | +19.9% | +16.0% |
| 30D | +7.4% | -14.6% | +21.9% | +17.7% |
| 3M | +12.7% | -20.1% | +32.8% | +25.9% |
| 6M | +17.9% | -36.3% | +54.2% | +49.8% |
| YTD | -11.6% | -44.9% | +33.2% | +25.5% |
| 1Y | +0.8% | -38.6% | +39.4% | +22.5% |
| 3Y | +633.4% | +4.0% | +629.4% | +376.7% |
| 5Y | +13.5% | +99.5% | -86.1% | -58.4% |
| All | +3,259.9% | +597.8% | +2,662.1% | +491.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling