+3,015.3%
CVNA vs CME
+238.2%
+2,777.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.9% |
| 7D | -7.3% | -1.6% | -5.7% | -6.5% |
| 30D | -4.6% | +5.6% | -10.2% | -7.5% |
| 3M | +2.0% | +5.6% | -3.6% | -1.9% |
| 6M | +11.7% | -8.3% | +20.0% | +15.0% |
| YTD | -18.1% | +4.3% | -22.4% | -22.2% |
| 1Y | -2.4% | +9.1% | -11.5% | -10.5% |
| 3Y | +580.6% | +52.1% | +528.5% | +372.0% |
| 5Y | +4.9% | +79.7% | -74.8% | -33.1% |
| All | +3,015.3% | +238.2% | +2,777.1% | +1,218.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling