+3,259.9%
CVNA vs FIS
-40.7%
+3,300.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +2.3% |
| 7D | +0.7% | +1.1% | -0.3% | -0.2% |
| 30D | +7.4% | -2.2% | +9.6% | +8.8% |
| 3M | +12.7% | +2.1% | +10.5% | +8.7% |
| 6M | +17.9% | -14.7% | +32.6% | +30.1% |
| YTD | -11.6% | -35.7% | +24.1% | +22.9% |
| 1Y | +0.8% | -37.1% | +37.8% | +41.2% |
| 3Y | +633.4% | -20.0% | +653.4% | +705.8% |
| 5Y | +13.5% | -62.1% | +75.6% | +140.9% |
| All | +3,259.9% | -40.7% | +3,300.6% | +4,913.3% |
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