+3,335.1%
CVNA vs ACGL
+247.7%
+3,087.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +3.3% |
| 7D | +5.9% | -1.1% | +7.0% | +6.4% |
| 30D | +19.7% | +13.1% | +6.5% | +13.7% |
| 3M | +7.6% | +9.8% | -2.2% | +3.4% |
| 6M | -2.2% | +15.3% | -17.4% | -8.4% |
| YTD | -9.6% | +12.7% | -22.4% | -15.2% |
| 1Y | +25.4% | +20.7% | +4.7% | +14.0% |
| 3Y | +1,152.6% | +34.3% | +1,118.3% | +947.1% |
| 5Y | +28.9% | +170.6% | -141.7% | -30.1% |
| All | +3,335.1% | +247.7% | +3,087.5% | +1,452.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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