+551.2%
CVNA vs FOXA
+92.4%
+458.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.8% | -2.4% |
| 7D | -7.3% | +0.8% | -8.1% | -7.9% |
| 30D | -4.6% | +5.0% | -9.6% | -8.4% |
| 3M | +2.0% | -3.0% | +5.0% | +0.7% |
| 6M | +11.7% | +14.8% | -3.0% | -4.4% |
| YTD | -18.1% | -8.9% | -9.1% | -16.1% |
| 1Y | -2.4% | +13.3% | -15.7% | -18.0% |
| 3Y | +580.6% | +115.4% | +465.2% | +234.3% |
| 5Y | +4.9% | +95.3% | -90.4% | -40.8% |
| All | +551.2% | +92.4% | +458.9% | +164.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling