+1,163.4%
CVNA vs ARMK
+96.6%
+1,066.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.0% | +2.1% |
| 7D | -1.6% | +2.7% | -4.3% | -2.7% |
| 30D | +24.9% | -1.5% | +26.3% | +25.4% |
| 3M | -1.8% | -11.6% | +9.8% | +3.5% |
| 6M | +3.5% | +6.7% | -3.2% | -0.7% |
| YTD | -14.3% | +47.4% | -61.7% | -31.3% |
| 1Y | +13.6% | +41.5% | -27.9% | -7.2% |
| 3Y | +1,163.4% | +95.5% | +1,067.9% | +803.1% |
| All | +1,163.4% | +96.6% | +1,066.8% | +803.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling