+1,163.4%
CVNA vs ACM
-9.1%
+1,172.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +1.7% |
| 7D | -1.6% | +5.6% | -7.3% | -6.0% |
| 30D | +24.9% | +20.8% | +4.0% | +7.7% |
| 3M | -1.8% | +11.4% | -13.2% | -10.1% |
| 6M | +3.5% | +0.9% | +2.6% | +0.9% |
| YTD | -14.3% | -24.8% | +10.6% | +7.1% |
| 1Y | +13.6% | -46.4% | +60.0% | +102.7% |
| 3Y | +1,163.4% | -9.2% | +1,172.7% | +856.3% |
| All | +1,163.4% | -9.1% | +1,172.6% | +856.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling