+11.6%
CVNA vs ALM
+958.0%
-946.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.1% | +2.4% | -1.2% |
| 7D | -1.0% | +3.6% | -4.6% | -1.6% |
| 30D | -1.0% | +33.8% | -34.8% | -5.4% |
| 3M | +5.5% | +14.8% | -9.3% | +2.0% |
| 6M | +11.8% | -7.0% | +18.8% | +9.6% |
| YTD | -13.0% | +108.1% | -121.1% | -25.4% |
| 1Y | -2.1% | +313.8% | -315.9% | -25.5% |
| 3Y | +681.6% | +2,227.6% | -1,546.0% | +267.0% |
| 5Y | +11.6% | +956.6% | -945.0% | -41.9% |
| All | +11.6% | +958.0% | -946.4% | -41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling