+3,259.9%
CVNA vs ACM
+99.7%
+3,160.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.9% |
| 7D | +0.7% | -3.7% | +4.5% | +4.3% |
| 30D | +7.4% | -11.1% | +18.5% | +17.5% |
| 3M | +12.7% | -8.0% | +20.7% | +19.0% |
| 6M | +17.9% | -29.7% | +47.6% | +58.1% |
| YTD | -11.6% | -29.4% | +17.7% | +16.5% |
| 1Y | +0.8% | -46.4% | +47.2% | +69.9% |
| 3Y | +633.4% | -22.3% | +655.8% | +779.4% |
| 5Y | +13.5% | +4.5% | +9.0% | +9.1% |
| All | +3,259.9% | +99.7% | +3,160.2% | +1,544.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling