+6.6%
CVNA vs NEM
+153.1%
-146.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.0% | -2.3% | -3.7% |
| 7D | -4.3% | -3.3% | -1.0% | -3.4% |
| 30D | -2.4% | +7.8% | -10.2% | -4.4% |
| 3M | +4.5% | +36.3% | -31.7% | -4.0% |
| 6M | +10.2% | +6.6% | +3.7% | +7.3% |
| YTD | -16.7% | +27.1% | -43.9% | -23.3% |
| 1Y | -3.8% | +62.3% | -66.1% | -18.2% |
| 3Y | +648.3% | +245.1% | +403.2% | +382.2% |
| 5Y | +6.6% | +154.0% | -147.4% | -25.1% |
| All | +6.6% | +153.1% | -146.5% | -25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling