+3,259.9%
CVNA vs ACGL
+215.5%
+3,044.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +2.3% |
| 7D | +0.7% | -0.7% | +1.5% | +1.0% |
| 30D | +7.4% | -1.0% | +8.4% | +7.7% |
| 3M | +12.7% | +11.0% | +1.6% | +7.3% |
| 6M | +17.9% | -0.3% | +18.3% | +17.2% |
| YTD | -11.6% | +2.3% | -13.9% | -13.6% |
| 1Y | +0.8% | +6.4% | -5.6% | -3.9% |
| 3Y | +633.4% | +34.0% | +599.5% | +501.2% |
| 5Y | +13.5% | +161.6% | -148.2% | -38.4% |
| All | +3,259.9% | +215.5% | +3,044.5% | +1,481.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling