+296.4%
ARM vs CVNA
+653.9%
-357.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.6% | +2.3% | +3.5% |
| 7D | +5.5% | +0.7% | +4.7% | +5.2% |
| 30D | -8.2% | +7.4% | -15.5% | -10.3% |
| 3M | -35.9% | +12.7% | -48.6% | -39.0% |
| 6M | +103.1% | +17.9% | +85.2% | +89.7% |
| YTD | +130.6% | -11.6% | +142.2% | +131.4% |
| 1Y | +86.1% | +0.8% | +85.3% | +77.3% |
| All | +296.4% | +653.9% | -357.5% | +87.1% |
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