+97.6%
FCX vs CVNA
+675.5%
-577.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.2% | -0.2% |
| 7D | +3.1% | -1.0% | +4.1% | +3.3% |
| 30D | +8.1% | -1.0% | +9.1% | +8.1% |
| 3M | +18.9% | +5.5% | +13.5% | +16.9% |
| 6M | +26.6% | +11.8% | +14.8% | +22.7% |
| YTD | +51.2% | -13.0% | +64.2% | +52.0% |
| 1Y | +75.6% | -2.1% | +77.7% | +71.3% |
| All | +97.6% | +675.5% | -577.9% | +36.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling