+29.0%
CVNA vs FLUT
-47.0%
+76.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.6% | -2.4% | -0.9% |
| 7D | -4.8% | +4.5% | -9.3% | -7.3% |
| 30D | +24.1% | +9.2% | +14.9% | +17.3% |
| 3M | +2.6% | -13.7% | +16.3% | +10.3% |
| 6M | -3.1% | -9.0% | +5.9% | -2.0% |
| YTD | -12.5% | -60.2% | +47.8% | +46.5% |
| 1Y | +13.0% | -63.1% | +76.1% | +96.7% |
| 3Y | +1,165.3% | -42.5% | +1,207.8% | +1,507.9% |
| 5Y | +29.0% | -47.6% | +76.6% | +43.3% |
| All | +29.0% | -47.0% | +76.0% | +43.3% |
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