+1,163.4%
CVNA vs ACGL
+33.8%
+1,129.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.8% | +2.1% |
| 7D | -1.6% | +2.2% | -3.8% | -1.8% |
| 30D | +24.9% | +12.3% | +12.6% | +24.1% |
| 3M | -1.8% | +11.8% | -13.6% | -2.4% |
| 6M | +3.5% | +17.5% | -13.9% | +2.6% |
| YTD | -14.3% | +14.3% | -28.5% | -15.1% |
| 1Y | +13.6% | +18.2% | -4.6% | +12.0% |
| 3Y | +1,163.4% | +33.2% | +1,130.3% | +1,251.3% |
| All | +1,163.4% | +33.8% | +1,129.7% | +1,251.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling