+11.6%
CVNA vs FLEX
+717.1%
-705.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.3% | -0.9% |
| 7D | -1.0% | +6.4% | -7.4% | -4.8% |
| 30D | -1.0% | -5.9% | +4.9% | +1.6% |
| 3M | +5.5% | -23.5% | +28.9% | +18.4% |
| 6M | +11.8% | +83.7% | -71.9% | -44.6% |
| YTD | -13.0% | +86.5% | -99.5% | -58.8% |
| 1Y | -2.1% | +100.5% | -102.6% | -57.2% |
| 3Y | +681.6% | +469.8% | +211.8% | +1.0% |
| 5Y | +11.6% | +725.7% | -714.0% | -91.3% |
| All | +11.6% | +717.1% | -705.5% | -91.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling