+3,189.2%
CVNA vs FLUT
-19.8%
+3,209.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.6% | -4.9% | -4.5% |
| 7D | +2.4% | -1.5% | +3.9% | +2.9% |
| 30D | +14.6% | +3.4% | +11.2% | +12.8% |
| 3M | -1.5% | -12.5% | +10.9% | +3.0% |
| 6M | -6.3% | -18.5% | +12.1% | -0.8% |
| YTD | -13.5% | -61.6% | +48.1% | +23.2% |
| 1Y | +13.3% | -64.1% | +77.4% | +65.0% |
| 3Y | +1,150.8% | -44.5% | +1,195.2% | +1,459.8% |
| 5Y | +27.1% | -51.3% | +78.4% | +55.7% |
| All | +3,189.2% | -19.8% | +3,209.0% | +4,133.5% |
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 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