+3,065.8%
CVNA vs FITB
+208.3%
+2,857.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.4% | -4.7% | -4.6% |
| 7D | -4.3% | -1.0% | -3.3% | -3.6% |
| 30D | -2.4% | -5.5% | +3.1% | +1.3% |
| 3M | +4.5% | +4.1% | +0.4% | +0.8% |
| 6M | +10.2% | +18.7% | -8.5% | -3.4% |
| YTD | -16.7% | +18.2% | -34.9% | -27.0% |
| 1Y | -3.8% | +23.7% | -27.4% | -18.5% |
| 3Y | +648.3% | +130.8% | +517.5% | +326.1% |
| 5Y | +6.6% | +69.8% | -63.2% | -24.3% |
| All | +3,065.8% | +208.3% | +2,857.5% | +1,385.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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