+17.9%
CVNA vs FLNC
-71.1%
+89.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.2% | 0.0% | -2.9% |
| 7D | -4.3% | -5.0% | +0.7% | -2.8% |
| 30D | -2.4% | -26.1% | +23.7% | +7.5% |
| 3M | +4.5% | -55.2% | +59.7% | +31.9% |
| 6M | +10.2% | -42.6% | +52.8% | +12.4% |
| YTD | -16.7% | -51.0% | +34.3% | -16.3% |
| 1Y | -3.8% | +43.3% | -47.1% | -47.3% |
| 3Y | +648.3% | -63.4% | +711.7% | +450.3% |
| All | +17.9% | -71.1% | +89.0% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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