+622.4%
CVNA vs FITB
+128.2%
+494.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.2% |
| 7D | -1.0% | -0.4% | -0.6% | -0.7% |
| 30D | -1.0% | -5.1% | +4.1% | +3.8% |
| 3M | +5.5% | +3.5% | +1.9% | +0.5% |
| 6M | +11.8% | +17.2% | -5.4% | -7.0% |
| YTD | -13.0% | +17.6% | -30.7% | -28.8% |
| 1Y | -2.1% | +23.4% | -25.5% | -24.4% |
| All | +622.4% | +128.2% | +494.2% | +143.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling