+6.6%
CVNA vs FIS
-65.9%
+72.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.2% | -5.4% | -5.0% |
| 7D | -4.3% | -8.9% | +4.6% | +1.4% |
| 30D | -2.4% | -9.9% | +7.5% | +3.9% |
| 3M | +4.5% | 0.0% | +4.5% | +2.8% |
| 6M | +10.2% | -22.9% | +33.1% | +28.1% |
| YTD | -16.7% | -40.9% | +24.1% | +16.0% |
| 1Y | -3.8% | -40.4% | +36.7% | +32.3% |
| 3Y | +648.3% | -25.4% | +673.7% | +747.6% |
| 5Y | +6.6% | -64.8% | +71.4% | +113.6% |
| All | +6.6% | -65.9% | +72.5% | +113.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling