+25.2%
CVNA vs FIGR
-41.8%
+67.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +4.2% | +4.6% | +8.2% |
| 7D | +31.3% | -1.3% | +32.7% | +31.6% |
| 30D | +21.7% | -17.6% | +39.3% | +25.0% |
| 3M | +14.0% | -16.7% | +30.7% | +16.2% |
| 6M | +3.0% | -36.1% | +39.1% | +7.9% |
| YTD | -8.1% | -43.6% | +35.5% | -10.8% |
| 1Y | +25.2% | -39.8% | +65.0% | +19.2% |
| All | +25.2% | -41.8% | +67.0% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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