+3,015.3%
CVNA vs FTI
+271.0%
+2,744.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -1.9% |
| 7D | -7.3% | -4.4% | -2.9% | -5.8% |
| 30D | -4.6% | +1.5% | -6.1% | -5.2% |
| 3M | +2.0% | +8.2% | -6.2% | -1.5% |
| 6M | +11.7% | +18.8% | -7.1% | +3.7% |
| YTD | -18.1% | +71.7% | -89.7% | -33.4% |
| 1Y | -2.4% | +90.0% | -92.4% | -23.9% |
| 3Y | +580.6% | +270.5% | +310.1% | +320.6% |
| 5Y | +4.9% | +1,084.5% | -1,079.7% | -55.3% |
| All | +3,015.3% | +271.0% | +2,744.3% | +1,357.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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