-11.4%
CVNA vs FIG
-72.7%
+61.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.8% | -6.4% | -1.9% |
| 7D | -7.3% | -3.8% | -3.5% | -7.0% |
| 30D | -4.6% | -2.3% | -2.3% | -4.6% |
| 3M | +2.0% | +20.0% | -18.0% | +0.7% |
| 6M | +11.7% | -16.7% | +28.4% | +12.8% |
| YTD | -18.1% | -37.9% | +19.9% | -15.4% |
| 1Y | -2.4% | -58.5% | +56.2% | +3.6% |
| All | -11.4% | -72.7% | +61.3% | -2.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling