-3.9%
CVNA vs FLUT
-12.4%
+8.5%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.1% | 0.0% | -3.1% |
| 7D | -1.7% | -1.2% | -0.5% | -1.4% |
| 30D | +17.3% | +5.0% | +12.3% | +15.7% |
| 3M | -2.3% | -16.4% | +14.2% | +1.1% |
| 6M | -3.9% | -14.6% | +10.7% | +0.3% |
| All | -3.9% | -12.4% | +8.5% | +0.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling