+3,189.2%
CVNA vs FIVE
+410.4%
+2,778.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.1% | -4.2% | -4.2% |
| 7D | +2.4% | +7.3% | -4.9% | -2.2% |
| 30D | +14.6% | +18.1% | -3.5% | +2.6% |
| 3M | -1.5% | +7.7% | -9.2% | -6.9% |
| 6M | -6.3% | +13.6% | -19.9% | -17.6% |
| YTD | -13.5% | +34.6% | -48.1% | -33.3% |
| 1Y | +13.3% | +66.2% | -53.0% | -25.1% |
| 3Y | +1,150.8% | +43.5% | +1,107.3% | +677.1% |
| 5Y | +27.1% | +20.7% | +6.4% | -2.3% |
| All | +3,189.2% | +410.4% | +2,778.8% | +1,002.7% |
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