-4.2%
CVNA vs FIG
-73.2%
+69.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.7% | +5.9% | +0.6% |
| 7D | +3.5% | -16.4% | +19.9% | +4.8% |
| 30D | +5.5% | -2.3% | +7.8% | +5.4% |
| 3M | +7.6% | +7.8% | -0.2% | +6.9% |
| 6M | +17.6% | -21.8% | +39.4% | +19.1% |
| YTD | -11.5% | -39.1% | +27.6% | -8.4% |
| 1Y | +0.4% | -56.6% | +57.0% | +6.6% |
| All | -4.2% | -73.2% | +69.0% | +5.4% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling