+3,159.9%
CVNA vs CME
+290.2%
+2,869.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +1.8% |
| 7D | -1.6% | +3.9% | -5.6% | -3.6% |
| 30D | +24.9% | +11.3% | +13.5% | +17.8% |
| 3M | -1.8% | +19.6% | -21.4% | -11.0% |
| 6M | +3.5% | +8.1% | -4.5% | -1.9% |
| YTD | -14.3% | +20.4% | -34.7% | -24.6% |
| 1Y | +13.6% | +16.5% | -2.9% | +1.5% |
| 3Y | +1,163.4% | +66.4% | +1,097.0% | +747.5% |
| 5Y | +22.9% | +74.5% | -51.6% | -19.5% |
| All | +3,159.9% | +290.2% | +2,869.7% | +1,177.4% |
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