+1,189.6%
CVNA vs CME
+64.8%
+1,124.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -1.0% | +1.9% |
| 7D | -4.8% | +2.5% | -7.2% | -3.9% |
| 30D | +24.1% | +13.9% | +10.2% | +29.9% |
| 3M | +2.6% | +22.4% | -19.8% | +10.4% |
| 6M | -3.1% | +12.9% | -16.0% | +1.0% |
| YTD | -12.5% | +19.6% | -32.1% | -5.8% |
| 1Y | +13.0% | +17.7% | -4.7% | +21.0% |
| All | +1,189.6% | +64.8% | +1,124.8% | +1,509.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling