+7.7%
CVNA vs FRSH
-72.5%
+80.2%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | -7.3% | -6.6% | -0.7% | -3.0% |
| 30D | -4.6% | +2.1% | -6.7% | -7.0% |
| 3M | +2.0% | +29.0% | -27.0% | -16.8% |
| 6M | +11.7% | +48.6% | -36.9% | -20.1% |
| YTD | -18.1% | -2.9% | -15.1% | -22.6% |
| 1Y | -2.4% | -7.9% | +5.5% | -4.6% |
| 3Y | +580.6% | -46.5% | +627.1% | +805.6% |
| All | +7.7% | -72.5% | +80.2% | +37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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