+3,015.3%
CVNA vs ADM
+151.5%
+2,863.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | -7.3% | +2.5% | -9.8% | -8.2% |
| 30D | -4.6% | +9.5% | -14.0% | -8.1% |
| 3M | +2.0% | +10.6% | -8.6% | -2.8% |
| 6M | +11.7% | +24.0% | -12.3% | +0.6% |
| YTD | -18.1% | +54.0% | -72.0% | -33.3% |
| 1Y | -2.4% | +45.3% | -47.7% | -19.3% |
| 3Y | +580.6% | +21.8% | +558.8% | +491.8% |
| 5Y | +4.9% | +66.8% | -61.9% | -35.8% |
| All | +3,015.3% | +151.5% | +2,863.8% | +1,167.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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