+3,227.5%
CVNA vs FN
+934.8%
+2,292.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.9% | -4.7% | -1.3% |
| 7D | -4.8% | +8.0% | -12.8% | -8.5% |
| 30D | +24.1% | -19.1% | +43.3% | +31.9% |
| 3M | +2.6% | -29.8% | +32.4% | +13.4% |
| 6M | -3.1% | -43.2% | +40.1% | +11.0% |
| YTD | -12.5% | -18.9% | +6.5% | -21.6% |
| 1Y | +13.0% | -17.9% | +30.9% | -0.4% |
| 3Y | +1,165.3% | +120.1% | +1,045.2% | +459.0% |
| 5Y | +29.0% | +206.7% | -177.7% | -54.7% |
| All | +3,227.5% | +934.8% | +2,292.7% | +644.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 10y: compounded portfolio wealth divided by compounded FN 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…
10y analysis · Full analysis span regression · 6 months rolling