+3,206.8%
CVNA vs ADP
+208.8%
+2,997.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.7% | -0.7% |
| 7D | -1.0% | -5.7% | +4.7% | +5.1% |
| 30D | -1.0% | -3.1% | +2.1% | +2.2% |
| 3M | +5.5% | +15.6% | -10.1% | -11.6% |
| 6M | +11.8% | +20.8% | -9.0% | -12.9% |
| YTD | -13.0% | +4.7% | -17.8% | -20.3% |
| 1Y | -2.1% | -8.3% | +6.2% | +3.5% |
| 3Y | +681.6% | +13.6% | +668.1% | +537.4% |
| 5Y | +11.6% | +45.0% | -33.4% | -24.2% |
| All | +3,206.8% | +208.8% | +2,997.9% | +1,100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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