+3,159.9%
CVNA vs FITB
+211.3%
+2,948.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.0% | +1.4% |
| 7D | -1.6% | +2.8% | -4.4% | -3.5% |
| 30D | +24.9% | +9.8% | +15.1% | +17.3% |
| 3M | -1.8% | -5.2% | +3.4% | +2.0% |
| 6M | +3.5% | +17.3% | -13.8% | -8.2% |
| YTD | -14.3% | +19.3% | -33.6% | -25.0% |
| 1Y | +13.6% | +32.7% | -19.1% | -8.2% |
| 3Y | +1,163.4% | +141.6% | +1,021.9% | +598.0% |
| 5Y | +22.9% | +48.9% | -26.0% | -6.2% |
| All | +3,159.9% | +211.3% | +2,948.6% | +1,424.5% |
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