+6.6%
CVNA vs FLR
+230.6%
-224.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.3% | -1.9% | -3.2% |
| 7D | -4.3% | -6.9% | +2.6% | -1.2% |
| 30D | -2.4% | +1.1% | -3.5% | -3.3% |
| 3M | +4.5% | +14.3% | -9.8% | -4.6% |
| 6M | +10.2% | +19.1% | -8.9% | -3.2% |
| YTD | -16.7% | +35.1% | -51.9% | -31.9% |
| 1Y | -3.8% | +29.5% | -33.2% | -19.5% |
| 3Y | +648.3% | +53.0% | +595.3% | +431.7% |
| 5Y | +6.6% | +238.9% | -232.3% | -39.3% |
| All | +6.6% | +230.6% | -224.0% | -39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling