+3,259.9%
CVNA vs MET
+189.1%
+3,070.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +2.8% |
| 7D | +0.7% | +1.2% | -0.4% | -0.2% |
| 30D | +7.4% | +1.4% | +5.9% | +5.8% |
| 3M | +12.7% | +17.7% | -5.0% | -1.2% |
| 6M | +17.9% | +35.0% | -17.1% | -6.8% |
| YTD | -11.6% | +26.3% | -37.9% | -26.9% |
| 1Y | +0.8% | +22.8% | -22.1% | -15.3% |
| 3Y | +633.4% | +65.9% | +567.5% | +402.6% |
| 5Y | +13.5% | +85.4% | -71.9% | -26.6% |
| All | +3,259.9% | +189.1% | +3,070.8% | +1,243.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling