+3,065.8%
CVNA vs ACM
+88.6%
+2,977.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.8% | -2.5% | -2.6% |
| 7D | -4.3% | -5.9% | +1.6% | +1.2% |
| 30D | -2.4% | -6.2% | +3.8% | +2.2% |
| 3M | +4.5% | -7.9% | +12.4% | +10.1% |
| 6M | +10.2% | -30.6% | +40.8% | +49.5% |
| YTD | -16.7% | -33.3% | +16.6% | +15.6% |
| 1Y | -3.8% | -49.2% | +45.4% | +70.5% |
| 3Y | +648.3% | -23.5% | +671.7% | +807.9% |
| 5Y | +6.6% | +0.9% | +5.6% | +6.0% |
| All | +3,065.8% | +88.6% | +2,977.1% | +1,532.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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