+3,159.9%
CVNA vs ALM
+1,964.0%
+1,195.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +7.7% | -5.6% | +1.2% |
| 7D | -1.6% | +1.2% | -2.9% | -1.8% |
| 30D | +24.9% | -19.3% | +44.2% | +27.8% |
| 3M | -1.8% | -40.6% | +38.8% | +3.8% |
| 6M | +3.5% | -57.9% | +61.4% | +12.3% |
| YTD | -14.3% | -6.7% | -7.6% | -16.3% |
| 1Y | +13.6% | +20.2% | -6.6% | +7.4% |
| 3Y | +1,163.4% | +879.4% | +284.0% | +775.4% |
| 5Y | +22.9% | +415.3% | -392.4% | -11.6% |
| All | +3,159.9% | +1,964.0% | +1,195.9% | +2,252.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling