+3,265.8%
CVNA vs NEM
+391.8%
+2,874.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | +3.5% | +3.9% | -0.3% | +2.2% |
| 30D | +5.5% | +12.7% | -7.3% | +1.5% |
| 3M | +7.6% | +28.7% | -21.1% | -1.1% |
| 6M | +17.6% | +9.8% | +7.8% | +12.8% |
| YTD | -11.5% | +28.1% | -39.6% | -20.1% |
| 1Y | +0.4% | +69.3% | -69.0% | -18.7% |
| 3Y | +695.6% | +247.7% | +447.9% | +379.3% |
| 5Y | +13.6% | +153.4% | -139.8% | -27.5% |
| All | +3,265.8% | +391.8% | +2,874.0% | +1,602.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling