+25.2%
CVNA vs FLEX
+23.4%
+1.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -12.3% | +21.1% | +10.7% |
| 7D | +31.3% | -17.0% | +48.3% | +34.8% |
| 30D | +21.7% | -33.8% | +55.6% | +29.8% |
| 3M | +14.0% | -39.0% | +53.1% | +23.1% |
| 6M | +3.0% | -15.9% | +18.9% | -2.4% |
| YTD | -8.1% | +27.8% | -35.9% | -30.8% |
| 1Y | +25.2% | +25.0% | +0.2% | -4.4% |
| All | +25.2% | +23.4% | +1.7% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 1y: compounded portfolio wealth divided by compounded FLEX 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…
1y analysis · Full analysis span regression · 6 months rolling