+3,214.0%
CVNA vs FN
+817.4%
+2,396.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +11.7% | -9.6% | -2.8% |
| 7D | +7.7% | 0.0% | +7.8% | +6.0% |
| 30D | +17.2% | -34.3% | +51.5% | +36.5% |
| 3M | +7.7% | -39.9% | +47.5% | +27.1% |
| 6M | -5.5% | -51.8% | +46.3% | +16.1% |
| YTD | -12.8% | -28.1% | +15.3% | -17.6% |
| 1Y | +26.8% | -29.1% | +55.9% | +19.4% |
| 3Y | +1,007.0% | +102.4% | +904.5% | +405.0% |
| 5Y | +23.5% | +171.7% | -148.2% | -54.3% |
| All | +3,214.0% | +817.4% | +2,396.6% | +681.4% |
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