+3,265.8%
CVNA vs FTI
+279.9%
+2,985.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.9% |
| 7D | +3.5% | -0.2% | +3.7% | +3.6% |
| 30D | +5.5% | +12.3% | -6.9% | +1.1% |
| 3M | +7.6% | +13.8% | -6.2% | +2.1% |
| 6M | +17.6% | +24.3% | -6.7% | +7.4% |
| YTD | -11.5% | +75.8% | -87.2% | -28.6% |
| 1Y | +0.4% | +99.6% | -99.3% | -23.1% |
| 3Y | +695.6% | +278.4% | +417.1% | +387.9% |
| 5Y | +13.6% | +1,168.7% | -1,155.1% | -52.7% |
| All | +3,265.8% | +279.9% | +2,985.9% | +1,461.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling