+0.8%
CVNA vs FIG
-56.9%
+57.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.4% | +5.9% | +1.9% |
| 7D | +0.7% | -16.3% | +17.1% | +2.2% |
| 30D | +7.4% | -14.3% | +21.7% | +8.3% |
| 3M | +12.7% | +7.2% | +5.5% | +12.0% |
| 6M | +17.9% | -18.6% | +36.5% | +20.0% |
| YTD | -11.6% | -35.5% | +23.8% | -6.8% |
| 1Y | +0.8% | -55.8% | +56.5% | +15.2% |
| All | +0.8% | -56.9% | +57.6% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 1y: compounded portfolio wealth divided by compounded FIG 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…
1y analysis · Full analysis span regression · 6 months rolling