+13.6%
CVNA vs FLUT
-50.1%
+63.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | -0.2% |
| 7D | +3.5% | +3.8% | -0.3% | +1.2% |
| 30D | +5.5% | +6.3% | -0.8% | +1.4% |
| 3M | +7.6% | -4.0% | +11.6% | +7.8% |
| 6M | +17.6% | -10.3% | +27.9% | +21.5% |
| YTD | -11.5% | -53.2% | +41.7% | +34.9% |
| 1Y | +0.4% | -65.0% | +65.4% | +81.5% |
| 3Y | +695.6% | -43.9% | +739.5% | +945.5% |
| 5Y | +13.6% | -49.2% | +62.8% | +21.8% |
| All | +13.6% | -50.1% | +63.7% | +21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling