+3,259.9%
CVNA vs FLEX
+836.3%
+2,423.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +0.7% |
| 7D | +0.7% | -0.9% | +1.6% | +1.2% |
| 30D | +7.4% | -10.1% | +17.5% | +13.1% |
| 3M | +12.7% | -31.3% | +44.0% | +34.0% |
| 6M | +17.9% | +71.3% | -53.3% | -29.7% |
| YTD | -11.6% | +81.2% | -92.9% | -50.3% |
| 1Y | +0.8% | +98.5% | -97.7% | -47.0% |
| 3Y | +633.4% | +428.2% | +205.2% | +88.9% |
| 5Y | +13.5% | +657.3% | -643.8% | -76.0% |
| All | +3,259.9% | +836.3% | +2,423.6% | +371.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling