+3,015.3%
CVNA vs AEM
+435.4%
+2,579.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.5% | -2.2% |
| 7D | -7.3% | -2.1% | -5.1% | -6.7% |
| 30D | -4.6% | +8.4% | -13.0% | -6.9% |
| 3M | +2.0% | +27.3% | -25.3% | -5.6% |
| 6M | +11.7% | -9.7% | +21.4% | +14.0% |
| YTD | -18.1% | +19.0% | -37.0% | -23.6% |
| 1Y | -2.4% | +31.5% | -33.9% | -12.6% |
| 3Y | +580.6% | +338.7% | +241.9% | +302.9% |
| 5Y | +4.9% | +307.4% | -302.5% | -38.8% |
| All | +3,015.3% | +435.4% | +2,579.9% | +1,442.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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