+3,265.8%
CVNA vs FND
+51.5%
+3,214.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.6% | +4.8% | +3.8% |
| 7D | +3.5% | +0.4% | +3.1% | +3.0% |
| 30D | +5.5% | -23.6% | +29.0% | +28.7% |
| 3M | +7.6% | +4.3% | +3.3% | +0.6% |
| 6M | +17.6% | -20.3% | +37.9% | +33.5% |
| YTD | -11.5% | -21.3% | +9.8% | +0.1% |
| 1Y | +0.4% | -45.4% | +45.7% | +48.9% |
| 3Y | +695.6% | -48.9% | +744.4% | +1,037.9% |
| 5Y | +13.6% | -61.0% | +74.6% | +125.7% |
| All | +3,265.8% | +51.5% | +3,214.3% | +3,649.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling