+580.6%
CVNA vs FISV
-57.6%
+638.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.4% | -7.0% | -3.3% |
| 7D | -7.3% | -2.7% | -4.6% | -6.6% |
| 30D | -4.6% | 0.0% | -4.6% | -4.7% |
| 3M | +2.0% | -2.8% | +4.8% | +1.9% |
| 6M | +11.7% | -11.8% | +23.6% | +15.2% |
| YTD | -18.1% | -23.2% | +5.1% | -11.6% |
| 1Y | -2.4% | -62.0% | +59.6% | +26.3% |
| 3Y | +580.6% | -57.6% | +638.2% | +463.8% |
| All | +580.6% | -57.6% | +638.2% | +463.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 3y: compounded portfolio wealth divided by compounded FISV 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…
3y analysis · Full analysis span regression · 6 months rolling