+3,015.3%
CVNA vs NEM
+390.7%
+2,624.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.8% |
| 7D | -7.3% | -1.0% | -6.3% | -7.0% |
| 30D | -4.6% | +7.8% | -12.4% | -6.9% |
| 3M | +2.0% | +30.2% | -28.2% | -6.6% |
| 6M | +11.7% | +9.6% | +2.1% | +7.2% |
| YTD | -18.1% | +27.8% | -45.9% | -25.9% |
| 1Y | -2.4% | +60.7% | -63.1% | -19.4% |
| 3Y | +580.6% | +245.3% | +335.3% | +311.0% |
| 5Y | +4.9% | +155.3% | -150.5% | -33.2% |
| All | +3,015.3% | +390.7% | +2,624.6% | +1,477.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling