+25.2%
CVNA vs FOXA
+11.1%
+14.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.8% | +5.0% | +8.0% |
| 7D | +31.3% | +9.9% | +21.5% | +29.0% |
| 30D | +21.7% | +10.0% | +11.7% | +19.5% |
| 3M | +14.0% | +18.4% | -4.4% | +10.7% |
| 6M | +3.0% | +12.2% | -9.2% | -1.8% |
| YTD | -8.1% | -3.8% | -4.3% | -10.2% |
| 1Y | +25.2% | +8.9% | +16.2% | +29.5% |
| All | +25.2% | +11.1% | +14.1% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 1y: compounded portfolio wealth divided by compounded FOXA 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…
1y analysis · Full analysis span regression · 6 months rolling