+520.1%
FCX vs CVNA
+2,503.0%
-1,982.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -4.3% | -2.3% | -6.0% |
| 7D | -1.9% | -4.3% | +2.4% | -1.2% |
| 30D | +3.4% | -2.4% | +5.8% | +3.6% |
| 3M | +15.0% | +4.5% | +10.5% | +13.7% |
| 6M | +14.6% | +10.2% | +4.4% | +12.3% |
| YTD | +41.2% | -16.7% | +57.9% | +43.0% |
| 1Y | +60.4% | -3.8% | +64.1% | +58.2% |
| 3Y | +88.4% | +648.3% | -559.9% | +33.9% |
| 5Y | +115.0% | +6.6% | +108.5% | +78.1% |
| All | +520.1% | +2,503.0% | -1,982.8% | +163.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CVNA.
Daily Out/Under-Performance
Portfolio return minus CVNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVNA 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 CVNA 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