+3,265.8%
CVNA vs FIX
+4,670.5%
-1,404.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | -1.2% |
| 7D | +3.5% | +6.1% | -2.5% | +0.1% |
| 30D | +5.5% | -2.7% | +8.1% | +5.9% |
| 3M | +7.6% | -10.9% | +18.5% | +10.1% |
| 6M | +17.6% | +29.0% | -11.4% | -5.5% |
| YTD | -11.5% | +76.9% | -88.4% | -42.9% |
| 1Y | +0.4% | +130.7% | -130.4% | -46.5% |
| 3Y | +695.6% | +790.7% | -95.1% | +61.2% |
| 5Y | +13.6% | +2,185.6% | -2,172.0% | -86.9% |
| All | +3,265.8% | +4,670.5% | -1,404.8% | +142.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded FIX 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling