+3,227.5%
CVNA vs CME
+287.7%
+2,939.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -1.0% | 0.0% |
| 7D | -4.8% | +2.5% | -7.2% | -6.0% |
| 30D | +24.1% | +13.9% | +10.2% | +15.6% |
| 3M | +2.6% | +22.4% | -19.8% | -8.2% |
| 6M | -3.1% | +12.9% | -16.0% | -10.6% |
| YTD | -12.5% | +19.6% | -32.1% | -22.8% |
| 1Y | +13.0% | +17.7% | -4.7% | +0.2% |
| 3Y | +1,165.3% | +65.3% | +1,100.0% | +751.7% |
| 5Y | +29.0% | +75.1% | -46.1% | -15.7% |
| All | +3,227.5% | +287.7% | +2,939.8% | +1,208.3% |
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 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