+3,065.8%
CVNA vs ARES
+863.9%
+2,201.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.8% | -1.5% | -1.4% |
| 7D | -4.3% | -7.7% | +3.4% | +3.8% |
| 30D | -2.4% | -8.7% | +6.3% | +6.7% |
| 3M | +4.5% | +2.8% | +1.7% | -0.5% |
| 6M | +10.2% | +23.1% | -12.8% | -15.3% |
| YTD | -16.7% | -17.3% | +0.5% | -7.0% |
| 1Y | -3.8% | -24.3% | +20.5% | +16.4% |
| 3Y | +648.3% | +34.9% | +613.4% | +362.4% |
| 5Y | +6.6% | +93.5% | -86.9% | -48.6% |
| All | +3,065.8% | +863.9% | +2,201.9% | +313.7% |
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