+622.4%
CVNA vs FND
-50.0%
+672.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.0% | -1.4% |
| 7D | -1.0% | -0.8% | -0.2% | -0.7% |
| 30D | -1.0% | -19.6% | +18.6% | +11.2% |
| 3M | +5.5% | -4.3% | +9.8% | +6.2% |
| 6M | +11.8% | -20.4% | +32.3% | +24.0% |
| YTD | -13.0% | -21.9% | +8.8% | -3.3% |
| 1Y | -2.1% | -45.2% | +43.1% | +33.9% |
| All | +622.4% | -50.0% | +672.4% | +775.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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