+622.4%
CVNA vs NEM
+248.5%
+373.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.0% | -2.1% |
| 7D | -1.0% | +3.1% | -4.1% | -2.0% |
| 30D | -1.0% | +10.0% | -11.0% | -3.8% |
| 3M | +5.5% | +30.9% | -25.4% | -2.7% |
| 6M | +11.8% | +10.5% | +1.3% | +7.4% |
| YTD | -13.0% | +29.7% | -42.8% | -21.1% |
| 1Y | -2.1% | +71.1% | -73.2% | -20.1% |
| All | +622.4% | +248.5% | +373.9% | +292.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling