+3,206.8%
CVNA vs FIVE
+397.5%
+2,809.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.7% | +1.0% | +0.1% |
| 7D | -1.0% | +1.7% | -2.7% | -2.2% |
| 30D | -1.0% | +5.0% | -6.0% | -4.7% |
| 3M | +5.5% | +29.5% | -24.0% | -13.6% |
| 6M | +11.8% | +12.4% | -0.6% | -1.9% |
| YTD | -13.0% | +31.2% | -44.2% | -31.7% |
| 1Y | -2.1% | +72.9% | -75.0% | -37.5% |
| 3Y | +681.6% | +53.0% | +628.6% | +356.2% |
| 5Y | +11.6% | +34.2% | -22.5% | -20.4% |
| All | +3,206.8% | +397.5% | +2,809.2% | +1,028.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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