+1,007.0%
CVNA vs FN
+101.0%
+906.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +11.7% | -9.6% | -0.9% |
| 7D | +7.7% | 0.0% | +7.8% | +6.8% |
| 30D | +17.2% | -34.3% | +51.5% | +29.4% |
| 3M | +7.7% | -39.9% | +47.5% | +20.2% |
| 6M | -5.5% | -51.8% | +46.3% | +9.1% |
| YTD | -12.8% | -28.1% | +15.3% | -16.7% |
| 1Y | +26.8% | -29.1% | +55.9% | +20.9% |
| 3Y | +1,007.0% | +102.4% | +904.5% | +308.5% |
| All | +1,007.0% | +101.0% | +906.0% | +308.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling