+27.1%
CVNA vs ALM
+395.6%
-368.5%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -7.2% | +3.0% | -3.1% |
| 7D | +2.4% | -6.3% | +8.8% | +3.5% |
| 30D | +14.6% | -31.4% | +46.0% | +21.1% |
| 3M | -1.5% | -40.6% | +39.0% | +5.7% |
| 6M | -6.3% | -58.6% | +52.3% | +4.2% |
| YTD | -13.5% | -7.6% | -5.9% | -16.6% |
| 1Y | +13.3% | +13.8% | -0.6% | +5.3% |
| 3Y | +1,150.8% | +842.1% | +308.6% | +598.3% |
| 5Y | +27.1% | +407.4% | -380.3% | -25.5% |
| All | +27.1% | +395.6% | -368.5% | -25.5% |
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 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