+603.6%
CVNA vs FOXA
+90.3%
+513.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.4% |
| 7D | +3.5% | -0.6% | +4.1% | +3.9% |
| 30D | +5.5% | +2.3% | +3.1% | +3.3% |
| 3M | +7.6% | -2.8% | +10.4% | +6.1% |
| 6M | +17.6% | +9.6% | +8.0% | +4.4% |
| YTD | -11.5% | -9.9% | -1.6% | -8.6% |
| 1Y | +0.4% | +5.4% | -5.0% | -10.8% |
| 3Y | +695.6% | +115.3% | +580.3% | +291.3% |
| 5Y | +13.6% | +93.1% | -79.5% | -35.2% |
| All | +603.6% | +90.3% | +513.3% | +188.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling