+3,159.9%
CVNA vs FIS
-57.7%
+3,217.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.2% | -2.0% | -0.8% |
| 7D | -1.6% | +2.8% | -4.5% | -3.9% |
| 30D | +24.9% | -16.7% | +41.6% | +34.0% |
| 3M | -1.8% | -32.3% | +30.5% | +23.2% |
| 6M | +3.5% | -29.1% | +32.6% | +22.6% |
| YTD | -14.3% | -54.1% | +39.9% | +43.8% |
| 1Y | +13.6% | -53.7% | +67.3% | +88.5% |
| 3Y | +1,163.4% | -38.8% | +1,202.3% | +1,470.3% |
| 5Y | +22.9% | -71.1% | +94.0% | +198.9% |
| All | +3,159.9% | -57.7% | +3,217.6% | +5,765.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling