+25.2%
CVNA vs CME
+19.8%
+5.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.4% | +7.4% | +9.1% |
| 7D | +31.3% | +4.8% | +26.5% | +32.8% |
| 30D | +21.7% | +14.2% | +7.6% | +25.7% |
| 3M | +14.0% | +17.9% | -3.9% | +19.0% |
| 6M | +3.0% | +7.2% | -4.3% | +3.3% |
| YTD | -8.1% | +16.7% | -24.8% | -2.5% |
| 1Y | +25.2% | +19.6% | +5.6% | +35.7% |
| All | +25.2% | +19.8% | +5.4% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 1y: compounded portfolio wealth divided by compounded CME 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…
1y analysis · Full analysis span regression · 6 months rolling