+695.6%
CVNA vs ALM
+2,327.9%
-1,632.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +8.8% | -8.6% | -0.7% |
| 7D | +3.5% | +8.4% | -4.9% | +2.7% |
| 30D | +5.5% | +34.8% | -29.4% | +2.3% |
| 3M | +7.6% | +16.2% | -8.6% | +5.2% |
| 6M | +17.6% | +2.1% | +15.5% | +15.1% |
| YTD | -11.5% | +117.0% | -128.5% | -19.3% |
| 1Y | +0.4% | +313.9% | -313.5% | -13.6% |
| 3Y | +695.6% | +2,327.9% | -1,632.4% | +482.5% |
| All | +695.6% | +2,327.9% | -1,632.4% | +482.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling