+3,065.8%
CVNA vs ARMK
+140.0%
+2,925.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.3% | -4.0% | -4.1% |
| 7D | -4.3% | -0.9% | -3.4% | -3.8% |
| 30D | -2.4% | -5.9% | +3.6% | +0.9% |
| 3M | +4.5% | +6.7% | -2.2% | +0.1% |
| 6M | +10.2% | +42.5% | -32.3% | -10.9% |
| YTD | -16.7% | +55.1% | -71.9% | -36.0% |
| 1Y | -3.8% | +50.3% | -54.1% | -25.2% |
| 3Y | +648.3% | +122.2% | +526.1% | +360.2% |
| 5Y | +6.6% | +155.2% | -148.6% | -34.0% |
| All | +3,065.8% | +140.0% | +2,925.8% | +2,236.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ARMK 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling