+3,015.3%
CVNA vs MET
+187.6%
+2,827.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.9% |
| 7D | -7.3% | -0.5% | -6.8% | -7.0% |
| 30D | -4.6% | +0.5% | -5.1% | -5.2% |
| 3M | +2.0% | +11.6% | -9.6% | -7.0% |
| 6M | +11.7% | +40.8% | -29.0% | -14.5% |
| YTD | -18.1% | +25.7% | -43.7% | -32.0% |
| 1Y | -2.4% | +24.4% | -26.7% | -18.7% |
| 3Y | +580.6% | +67.5% | +513.1% | +363.0% |
| 5Y | +4.9% | +85.8% | -80.9% | -32.3% |
| All | +3,015.3% | +187.6% | +2,827.7% | +1,149.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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