+1,163.4%
CVNA vs FLEX
+281.5%
+881.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.0% | +6.2% | +3.7% |
| 7D | -1.6% | +7.5% | -9.1% | -4.5% |
| 30D | +24.9% | -25.3% | +50.1% | +36.6% |
| 3M | -1.8% | -39.7% | +37.9% | +15.9% |
| 6M | +3.5% | -47.9% | +51.4% | +26.0% |
| YTD | -14.3% | +24.1% | -38.4% | -42.9% |
| 1Y | +13.6% | +26.0% | -12.4% | -25.4% |
| 3Y | +1,163.4% | +282.7% | +880.8% | +195.4% |
| All | +1,163.4% | +281.5% | +881.9% | +195.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling