+13.6%
CVNA vs ACM
+4.8%
+8.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +1.0% |
| 7D | +3.5% | -0.3% | +3.8% | +3.8% |
| 30D | +5.5% | -12.9% | +18.4% | +19.3% |
| 3M | +7.6% | -6.4% | +14.0% | +12.1% |
| 6M | +17.6% | -29.2% | +46.8% | +64.5% |
| YTD | -11.5% | -29.9% | +18.5% | +22.5% |
| 1Y | +0.4% | -47.3% | +47.6% | +90.8% |
| 3Y | +695.6% | -19.6% | +715.2% | +748.5% |
| 5Y | +13.6% | +5.5% | +8.1% | -4.5% |
| All | +13.6% | +4.8% | +8.8% | -4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling