+3,159.9%
CVNA vs ARES
+903.8%
+2,256.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +1.2% |
| 7D | -1.6% | +0.5% | -2.1% | -2.1% |
| 30D | +24.9% | +19.7% | +5.2% | +4.3% |
| 3M | -1.8% | -9.0% | +7.2% | +8.2% |
| 6M | +3.5% | +11.5% | -8.0% | -9.5% |
| YTD | -14.3% | -13.8% | -0.4% | -7.8% |
| 1Y | +13.6% | -5.6% | +19.2% | +9.4% |
| 3Y | +1,163.4% | +36.1% | +1,127.3% | +685.3% |
| 5Y | +22.9% | +82.7% | -59.8% | -37.5% |
| All | +3,159.9% | +903.8% | +2,256.1% | +310.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 10y: compounded portfolio wealth divided by compounded ARES 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…
10y analysis · Full analysis span regression · 6 months rolling