+3,227.5%
CVNA vs ARMK
+127.4%
+3,100.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.6% |
| 7D | -4.8% | +2.8% | -7.5% | -6.1% |
| 30D | +24.1% | -1.8% | +25.9% | +24.9% |
| 3M | +2.6% | -10.9% | +13.5% | +8.9% |
| 6M | -3.1% | +21.2% | -24.3% | -14.6% |
| YTD | -12.5% | +47.0% | -59.5% | -31.0% |
| 1Y | +13.0% | +42.9% | -29.9% | -9.9% |
| 3Y | +1,165.3% | +95.0% | +1,070.3% | +732.7% |
| 5Y | +29.0% | +106.2% | -77.2% | -12.8% |
| All | +3,227.5% | +127.4% | +3,100.0% | +2,420.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling