+3,015.3%
CVNA vs CMI
+367.1%
+2,648.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.8% | -2.7% |
| 7D | -7.3% | -0.7% | -6.6% | -6.7% |
| 30D | -4.6% | -12.4% | +7.8% | +6.7% |
| 3M | +2.0% | -14.8% | +16.7% | +14.5% |
| 6M | +11.7% | +0.8% | +10.9% | +4.5% |
| YTD | -18.1% | +10.2% | -28.3% | -31.1% |
| 1Y | -2.4% | +37.4% | -39.8% | -34.7% |
| 3Y | +580.6% | +153.3% | +427.3% | +156.8% |
| 5Y | +4.9% | +167.6% | -162.7% | -61.3% |
| All | +3,015.3% | +367.1% | +2,648.2% | +655.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 10y: compounded portfolio wealth divided by compounded CMI 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…
10y analysis · Full analysis span regression · 6 months rolling