+3,189.2%
CVNA vs ALM
+1,943.9%
+1,245.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -7.2% | +3.0% | -3.4% |
| 7D | +2.4% | -6.3% | +8.8% | +3.3% |
| 30D | +14.6% | -31.4% | +46.0% | +19.6% |
| 3M | -1.5% | -40.6% | +39.0% | +4.1% |
| 6M | -6.3% | -58.6% | +52.3% | +1.8% |
| YTD | -13.5% | -7.6% | -5.9% | -15.5% |
| 1Y | +13.3% | +13.8% | -0.6% | +7.7% |
| 3Y | +1,150.8% | +842.1% | +308.6% | +770.9% |
| 5Y | +27.1% | +407.4% | -380.3% | -8.4% |
| All | +3,189.2% | +1,943.9% | +1,245.2% | +2,277.1% |
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