+25.2%
CVNA vs FIS
-50.5%
+75.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -23.7% | +32.5% | +11.8% |
| 7D | +31.3% | -18.4% | +49.8% | +31.9% |
| 30D | +21.7% | -11.4% | +33.1% | +18.6% |
| 3M | +14.0% | -32.0% | +46.0% | +21.9% |
| 6M | +3.0% | -35.6% | +38.6% | +13.5% |
| YTD | -8.1% | -53.8% | +45.7% | +13.7% |
| 1Y | +25.2% | -51.1% | +76.3% | +51.9% |
| All | +25.2% | -50.5% | +75.7% | +51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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