+3,259.9%
CVNA vs ALM
+4,311.8%
-1,051.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +1.8% |
| 7D | +0.7% | -2.6% | +3.3% | +1.0% |
| 30D | +7.4% | +32.0% | -24.7% | +3.8% |
| 3M | +12.7% | -15.0% | +27.7% | +13.3% |
| 6M | +17.9% | -10.1% | +28.1% | +16.7% |
| YTD | -11.6% | +99.4% | -111.1% | -20.8% |
| 1Y | +0.8% | +316.4% | -315.6% | -17.7% |
| 3Y | +633.4% | +2,022.0% | -1,388.5% | +359.8% |
| 5Y | +13.5% | +941.2% | -927.7% | -24.7% |
| All | +3,259.9% | +4,311.8% | -1,051.9% | +2,128.8% |
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