+3,065.8%
CVNA vs CMI
+361.5%
+2,704.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.9% | -3.4% | -3.5% |
| 7D | -4.3% | +0.8% | -5.1% | -5.0% |
| 30D | -2.4% | -12.8% | +10.4% | +9.6% |
| 3M | +4.5% | -12.4% | +16.9% | +14.3% |
| 6M | +10.2% | -0.9% | +11.1% | +4.7% |
| YTD | -16.7% | +8.9% | -25.6% | -29.2% |
| 1Y | -3.8% | +37.7% | -41.5% | -35.9% |
| 3Y | +648.3% | +148.9% | +499.4% | +186.8% |
| 5Y | +6.6% | +164.4% | -157.8% | -60.2% |
| All | +3,065.8% | +361.5% | +2,704.3% | +676.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling