+3,065.8%
CVNA vs FIS
-45.5%
+3,111.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.2% | -5.4% | -5.2% |
| 7D | -4.3% | -8.9% | +4.6% | +2.7% |
| 30D | -2.4% | -9.9% | +7.5% | +5.3% |
| 3M | +4.5% | 0.0% | +4.5% | +2.3% |
| 6M | +10.2% | -22.9% | +33.1% | +31.5% |
| YTD | -16.7% | -40.9% | +24.1% | +23.4% |
| 1Y | -3.8% | -40.4% | +36.7% | +40.2% |
| 3Y | +648.3% | -25.4% | +673.7% | +764.7% |
| 5Y | +6.6% | -64.8% | +71.4% | +139.2% |
| All | +3,065.8% | -45.5% | +3,111.2% | +4,931.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling