+0.8%
CVNA vs FTNT
+104.9%
-104.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +0.7% | -5.8% | +6.6% | +1.9% |
| 30D | +7.4% | -4.8% | +12.1% | +8.3% |
| 3M | +12.7% | +4.4% | +8.3% | +11.2% |
| 6M | +17.9% | +88.8% | -70.9% | -3.8% |
| YTD | -11.6% | +96.8% | -108.4% | -30.4% |
| 1Y | +0.8% | +104.5% | -103.7% | -21.1% |
| All | +0.8% | +104.9% | -104.2% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTNT.
Daily Out/Under-Performance
Portfolio return minus FTNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTNT 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 1y: compounded portfolio wealth divided by compounded FTNT 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…
1y analysis · Full analysis span regression · 6 months rolling