+3,259.9%
CVNA vs FLUT
-2.7%
+3,262.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.8% | +2.5% |
| 7D | +0.7% | -1.6% | +2.4% | +1.4% |
| 30D | +7.4% | +7.7% | -0.4% | +4.0% |
| 3M | +12.7% | -0.7% | +13.4% | +11.6% |
| 6M | +17.9% | -11.2% | +29.1% | +21.5% |
| YTD | -11.6% | -53.4% | +41.8% | +17.3% |
| 1Y | +0.8% | -65.8% | +66.5% | +50.3% |
| 3Y | +633.4% | -44.9% | +678.4% | +812.7% |
| 5Y | +13.5% | -49.7% | +63.2% | +32.0% |
| All | +3,259.9% | -2.7% | +3,262.6% | +3,931.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling