+5.5%
CVNA vs FIGR
+6.3%
-0.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.4% | -6.2% | -0.8% |
| 7D | +3.5% | +13.5% | -10.0% | +1.5% |
| 30D | +5.5% | +33.7% | -28.2% | +0.2% |
| 3M | +7.6% | +37.3% | -29.8% | +1.7% |
| 6M | +17.6% | +25.5% | -7.9% | +11.5% |
| YTD | -11.5% | -6.3% | -5.2% | -18.8% |
| All | +5.5% | +6.3% | -0.8% | -2.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling