+214.2%
ARM vs CVNA
+616.0%
-401.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.1% | +2.3% | -0.6% |
| 7D | +19.8% | -1.7% | +21.5% | +20.5% |
| 30D | -21.8% | +17.3% | -39.1% | -25.5% |
| 3M | -26.5% | -2.3% | -24.3% | -26.7% |
| 6M | -3.9% | -3.9% | 0.0% | -5.4% |
| YTD | +82.8% | -16.1% | +98.8% | +84.9% |
| 1Y | +34.3% | +7.9% | +26.4% | +25.9% |
| 3Y | +282.2% | +1,113.4% | -831.2% | +39.6% |
| All | +214.2% | +616.0% | -401.8% | +49.5% |
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