+3,015.3%
CVNA vs FIVN
+68.8%
+2,946.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -2.9% | -2.4% |
| 7D | -7.3% | -7.8% | +0.6% | -2.8% |
| 30D | -4.6% | -1.7% | -2.8% | -4.5% |
| 3M | +2.0% | +47.2% | -45.2% | -23.3% |
| 6M | +11.7% | +82.7% | -71.0% | -33.1% |
| YTD | -18.1% | +52.9% | -71.0% | -46.1% |
| 1Y | -2.4% | +17.5% | -19.9% | -24.1% |
| 3Y | +580.6% | -55.8% | +636.4% | +822.4% |
| 5Y | +4.9% | -82.3% | +87.2% | +172.8% |
| All | +3,015.3% | +68.8% | +2,946.5% | +2,425.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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