+3,259.9%
CVNA vs CME
+243.6%
+3,016.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.8% | +1.7% |
| 7D | +0.7% | -1.6% | +2.3% | +1.5% |
| 30D | +7.4% | +6.2% | +1.1% | +3.7% |
| 3M | +12.7% | +10.4% | +2.3% | +5.6% |
| 6M | +17.9% | -9.5% | +27.5% | +22.4% |
| YTD | -11.6% | +6.0% | -17.6% | -16.8% |
| 1Y | +0.8% | +9.3% | -8.5% | -7.6% |
| 3Y | +633.4% | +57.7% | +575.8% | +396.5% |
| 5Y | +13.5% | +77.7% | -64.2% | -27.0% |
| All | +3,259.9% | +243.6% | +3,016.3% | +1,310.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling