+193.0%
ARM vs CVNA
+670.8%
-477.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +3.7% | +3.0% | +5.7% |
| 7D | -5.3% | +5.9% | -11.2% | -6.8% |
| 30D | -30.0% | +19.7% | -49.7% | -33.7% |
| 3M | -34.1% | +7.6% | -41.7% | -36.0% |
| 6M | -12.6% | -2.2% | -10.5% | -14.3% |
| YTD | +70.4% | -9.6% | +80.1% | +69.0% |
| 1Y | +22.3% | +25.4% | -3.2% | +9.8% |
| 3Y | +261.2% | +1,152.6% | -891.4% | +31.3% |
| All | +193.0% | +670.8% | -477.8% | +36.6% |
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