+580.6%
CVNA vs FWONK
+44.6%
+536.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | -7.3% | +0.1% | -7.4% | -7.3% |
| 30D | -4.6% | -7.7% | +3.2% | -1.0% |
| 3M | +2.0% | +5.7% | -3.7% | -0.3% |
| 6M | +11.7% | +13.5% | -1.7% | +6.0% |
| YTD | -18.1% | -3.0% | -15.1% | -17.1% |
| 1Y | -2.4% | -6.4% | +4.0% | 0.0% |
| 3Y | +580.6% | +43.8% | +536.7% | +470.8% |
| All | +580.6% | +44.6% | +536.0% | +470.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 3y: compounded portfolio wealth divided by compounded FWONK 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…
3y analysis · Full analysis span regression · 6 months rolling