+622.4%
CVNA vs CME
+52.6%
+569.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -0.9% | -2.1% |
| 7D | -1.0% | -0.6% | -0.4% | -1.2% |
| 30D | -1.0% | +4.7% | -5.7% | +0.7% |
| 3M | +5.5% | +7.8% | -2.4% | +8.6% |
| 6M | +11.8% | -11.0% | +22.8% | +7.1% |
| YTD | -13.0% | +4.0% | -17.0% | -11.0% |
| 1Y | -2.1% | +9.1% | -11.2% | +2.7% |
| All | +622.4% | +52.6% | +569.8% | +705.8% |
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