+3,159.9%
CVNA vs ADM
+111.5%
+3,048.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.7% | -0.6% | +1.1% |
| 7D | -1.6% | +4.2% | -5.8% | -3.1% |
| 30D | +24.9% | -12.8% | +37.7% | +31.3% |
| 3M | -1.8% | -8.5% | +6.7% | +0.8% |
| 6M | +3.5% | -10.9% | +14.4% | +6.6% |
| YTD | -14.3% | +29.4% | -43.7% | -25.8% |
| 1Y | +13.6% | +27.5% | -13.9% | -1.4% |
| 3Y | +1,163.4% | +10.3% | +1,153.1% | +1,010.8% |
| 5Y | +22.9% | +27.4% | -4.5% | -12.2% |
| All | +3,159.9% | +111.5% | +3,048.5% | +1,311.8% |
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