+3,259.9%
CVNA vs ARMK
+140.1%
+3,119.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +2.1% |
| 7D | +0.7% | -2.4% | +3.1% | +2.0% |
| 30D | +7.4% | 0.0% | +7.3% | +6.8% |
| 3M | +12.7% | +6.7% | +6.0% | +7.9% |
| 6M | +17.9% | +38.8% | -20.9% | -3.2% |
| YTD | -11.6% | +55.2% | -66.8% | -32.1% |
| 1Y | +0.8% | +46.6% | -45.9% | -20.6% |
| 3Y | +633.4% | +112.9% | +520.5% | +362.1% |
| 5Y | +13.5% | +144.0% | -130.5% | -28.5% |
| All | +3,259.9% | +140.1% | +3,119.8% | +2,379.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling