+199.6%
ARM vs CVNA
+631.5%
-431.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.2% | -6.8% | -5.2% |
| 7D | +9.1% | -1.6% | +10.7% | +9.6% |
| 30D | -19.9% | +24.9% | -44.8% | -25.1% |
| 3M | -31.6% | -1.8% | -29.8% | -31.9% |
| 6M | -13.9% | +3.5% | -17.4% | -16.9% |
| YTD | +74.3% | -14.3% | +88.6% | +75.2% |
| 1Y | +35.8% | +13.6% | +22.2% | +25.4% |
| 3Y | +268.6% | +1,163.4% | -894.8% | +32.8% |
| All | +199.6% | +631.5% | -431.8% | +41.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling