+0.8%
CVNA vs NEM
+73.9%
-73.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +2.0% |
| 7D | +0.7% | +0.3% | +0.4% | +0.6% |
| 30D | +7.4% | +23.1% | -15.7% | +2.7% |
| 3M | +12.7% | +18.5% | -5.8% | +8.5% |
| 6M | +17.9% | +7.8% | +10.1% | +14.1% |
| YTD | -11.6% | +29.1% | -40.7% | -16.2% |
| 1Y | +0.8% | +72.7% | -71.9% | -5.4% |
| All | +0.8% | +73.9% | -73.1% | -5.4% |
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