+417.0%
FCX vs CVNA
+2,580.4%
-2,163.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.2% | -4.2% | -2.3% |
| 7D | -0.3% | -1.6% | +1.3% | -0.1% |
| 30D | -14.7% | +24.9% | -39.6% | -17.5% |
| 3M | -11.2% | -1.8% | -9.4% | -11.3% |
| 6M | -11.4% | +3.5% | -14.9% | -12.8% |
| YTD | +17.7% | -14.3% | +32.0% | +18.3% |
| 1Y | +47.5% | +13.6% | +33.9% | +42.4% |
| 3Y | +83.9% | +1,163.4% | -1,079.6% | +22.4% |
| 5Y | +54.0% | +22.9% | +31.1% | +23.4% |
| All | +417.0% | +2,580.4% | -2,163.4% | +117.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling