-3.8%
CVNA vs FLEX
+90.6%
-94.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.1% | -0.1% | -3.3% |
| 7D | -4.3% | +0.1% | -4.4% | -4.3% |
| 30D | -2.4% | -11.8% | +9.4% | +0.2% |
| 3M | +4.5% | -22.6% | +27.1% | +9.8% |
| 6M | +10.2% | +77.3% | -67.1% | -23.3% |
| YTD | -16.7% | +78.8% | -95.5% | -43.8% |
| 1Y | -3.8% | +86.1% | -89.8% | -35.2% |
| All | -3.8% | +90.6% | -94.4% | -35.2% |
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