+25.2%
CVNA vs FLR
+2.5%
+22.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.8% | +9.6% | +9.0% |
| 7D | +31.3% | +1.4% | +30.0% | +30.9% |
| 30D | +21.7% | -5.9% | +27.6% | +23.4% |
| 3M | +14.0% | -7.6% | +21.6% | +14.9% |
| 6M | +3.0% | -9.3% | +12.3% | +3.5% |
| YTD | -8.1% | +20.1% | -28.2% | -23.7% |
| 1Y | +25.2% | +3.0% | +22.2% | +18.4% |
| All | +25.2% | +2.5% | +22.7% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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