+3,091.0%
CVNA vs FITB
+207.8%
+2,883.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -3.4% |
| 7D | -1.7% | +0.8% | -2.6% | -2.3% |
| 30D | +17.3% | +7.3% | +10.0% | +12.0% |
| 3M | -2.3% | -6.3% | +4.1% | +2.4% |
| 6M | -3.9% | +12.6% | -16.5% | -12.2% |
| YTD | -16.1% | +18.0% | -34.1% | -26.0% |
| 1Y | +7.9% | +28.9% | -21.0% | -11.0% |
| 3Y | +1,113.4% | +139.4% | +974.0% | +574.8% |
| 5Y | +20.3% | +47.2% | -26.9% | -7.4% |
| All | +3,091.0% | +207.8% | +2,883.2% | +1,404.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling