+3,065.8%
CVNA vs ALM
+4,060.7%
-994.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -9.6% | +5.3% | -3.2% |
| 7D | -4.3% | -7.1% | +2.8% | -3.5% |
| 30D | -2.4% | +24.7% | -27.1% | -5.1% |
| 3M | +4.5% | +8.3% | -3.8% | +2.5% |
| 6M | +10.2% | -22.2% | +32.4% | +10.9% |
| YTD | -16.7% | +88.1% | -104.8% | -24.9% |
| 1Y | -3.8% | +272.4% | -276.1% | -20.4% |
| 3Y | +648.3% | +2,004.1% | -1,355.8% | +369.1% |
| 5Y | +6.6% | +915.8% | -909.2% | -29.0% |
| All | +3,065.8% | +4,060.7% | -994.9% | +2,012.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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