+3,259.9%
CVNA vs FN
+1,042.5%
+2,217.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.1% | -1.6% | +0.2% |
| 7D | +0.7% | -1.7% | +2.4% | +1.5% |
| 30D | +7.4% | -22.0% | +29.3% | +17.4% |
| 3M | +12.7% | -43.0% | +55.7% | +37.5% |
| 6M | +17.9% | -27.7% | +45.7% | +21.7% |
| YTD | -11.6% | -10.5% | -1.1% | -21.2% |
| 1Y | +0.8% | +12.5% | -11.7% | -21.4% |
| 3Y | +633.4% | +153.8% | +479.6% | +213.9% |
| 5Y | +13.5% | +288.0% | -274.5% | -63.4% |
| All | +3,259.9% | +1,042.5% | +2,217.5% | +647.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling