+11.6%
CVNA vs CME
+75.4%
-63.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.2% |
| 7D | -1.0% | -1.1% | +0.1% | -0.6% |
| 30D | -1.0% | +4.2% | -5.2% | -2.9% |
| 3M | +5.5% | +7.3% | -1.9% | +1.5% |
| 6M | +11.8% | -11.4% | +23.2% | +17.6% |
| YTD | -13.0% | +3.5% | -16.6% | -16.8% |
| 1Y | -2.1% | +8.6% | -10.7% | -9.9% |
| 3Y | +681.6% | +51.6% | +630.1% | +382.6% |
| 5Y | +11.6% | +75.3% | -63.6% | -37.6% |
| All | +11.6% | +75.4% | -63.8% | -37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling