-2.4%
CVNA vs FIGR
-3.1%
+0.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.6% | +3.1% | -0.9% |
| 7D | -7.3% | -3.0% | -4.2% | -6.9% |
| 30D | -4.6% | +13.7% | -18.2% | -7.0% |
| 3M | +2.0% | +23.9% | -21.9% | -2.1% |
| 6M | +11.7% | -8.4% | +20.2% | +10.8% |
| YTD | -18.1% | -14.6% | -3.4% | -23.8% |
| 1Y | -2.4% | +12.1% | -14.5% | -8.2% |
| All | -2.4% | -3.1% | +0.8% | -8.2% |
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