Stock and ETF performance explorer

CVNA vs FIG

Performance

Returns, benchmark comparison, and relative performance.

Returns for 1w.

Portfolio and benchmark returns by period
Period	Portfolio	FIG	Excess	Alpha
1D	-1.6%	+4.8%	-6.4%	N/A
7D	-7.3%	-3.8%	-3.5%	N/A
All	-7.3%	-6.0%	-1.2%	N/A

Daily percentage return beside FIG.

Portfolio return minus FIG return. Positive bars indicate outperformance.

Beta-adjusted return needs at least 20 comparable returns and benchmark movement within each trailing regression window.

Relative wealth over 1w: compounded portfolio wealth divided by compounded FIG wealth, less one. Both series rebase at the selected span's start.

Cumulative alpha will appear once a trailing regression window supports a beta estimate.