+25.2%
CVNA vs NEM
+50.9%
-25.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +9.9% | -1.1% | +5.6% |
| 7D | +31.3% | +3.7% | +27.7% | +29.6% |
| 30D | +21.7% | +2.0% | +19.7% | +20.6% |
| 3M | +14.0% | +21.1% | -7.1% | +7.9% |
| 6M | +3.0% | +9.5% | -6.5% | -0.2% |
| YTD | -8.1% | +19.1% | -27.2% | -15.7% |
| 1Y | +25.2% | +51.1% | -25.9% | +2.1% |
| All | +25.2% | +50.9% | -25.7% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 1y: compounded portfolio wealth divided by compounded NEM 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…
1y analysis · Full analysis span regression · 6 months rolling