+3,091.0%
CVNA vs FLEX
+567.9%
+2,523.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.1% | -3.0% | -3.5% |
| 7D | -1.7% | +17.1% | -18.8% | -10.3% |
| 30D | +17.3% | -29.5% | +46.8% | +37.6% |
| 3M | -2.3% | -37.3% | +35.0% | +20.4% |
| 6M | -3.9% | -44.1% | +40.2% | +19.8% |
| YTD | -16.1% | +29.3% | -45.4% | -45.6% |
| 1Y | +7.9% | +24.2% | -16.2% | -28.2% |
| 3Y | +1,113.4% | +297.3% | +816.1% | +249.5% |
| 5Y | +20.3% | +446.2% | -425.9% | -70.7% |
| All | +3,091.0% | +567.9% | +2,523.0% | +416.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling