+228.9%
ARM vs CVNA
+1,015.0%
-786.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.1% | +2.7% | +4.2% |
| 7D | -15.2% | +7.7% | -23.0% | -17.0% |
| 30D | -40.7% | +17.2% | -57.9% | -43.5% |
| 3M | -39.1% | +7.7% | -46.7% | -40.9% |
| 6M | -26.4% | -5.5% | -20.9% | -27.2% |
| YTD | +59.7% | -12.8% | +72.6% | +59.9% |
| 1Y | +10.3% | +26.8% | -16.4% | -1.1% |
| 3Y | +228.9% | +1,007.0% | -778.1% | +35.0% |
| All | +228.9% | +1,015.0% | -786.2% | +35.0% |
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