+3,065.8%
CVNA vs FLUT
-4.1%
+3,069.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.6% | -4.0% |
| 7D | -4.3% | -3.6% | -0.7% | -2.9% |
| 30D | -2.4% | -0.3% | -2.0% | -2.3% |
| 3M | +4.5% | -12.6% | +17.1% | +9.1% |
| 6M | +10.2% | -8.0% | +18.2% | +12.0% |
| YTD | -16.7% | -54.1% | +37.4% | +11.2% |
| 1Y | -3.8% | -66.1% | +62.4% | +44.2% |
| 3Y | +648.3% | -45.0% | +693.3% | +833.5% |
| 5Y | +6.6% | -51.2% | +57.8% | +25.0% |
| All | +3,065.8% | -4.1% | +3,069.8% | +3,720.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded FLUT 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling