+29.0%
CVNA vs CME
+75.9%
-46.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -1.0% | +0.3% |
| 7D | -4.8% | +2.5% | -7.2% | -5.7% |
| 30D | +24.1% | +13.9% | +10.2% | +17.4% |
| 3M | +2.6% | +22.4% | -19.8% | -6.0% |
| 6M | -3.1% | +12.9% | -16.0% | -8.6% |
| YTD | -12.5% | +19.6% | -32.1% | -21.2% |
| 1Y | +13.0% | +17.7% | -4.7% | +2.3% |
| 3Y | +1,165.3% | +65.3% | +1,100.0% | +690.2% |
| 5Y | +29.0% | +75.1% | -46.1% | -30.3% |
| All | +29.0% | +75.9% | -46.9% | -30.3% |
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