+3,015.3%
CVNA vs NEE
+214.0%
+2,801.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | -7.3% | -1.3% | -5.9% | -6.4% |
| 30D | -4.6% | -3.3% | -1.3% | -2.3% |
| 3M | +2.0% | -2.3% | +4.2% | +3.3% |
| 6M | +11.7% | -8.9% | +20.6% | +17.4% |
| YTD | -18.1% | +4.8% | -22.8% | -23.3% |
| 1Y | -2.4% | +18.7% | -21.1% | -17.3% |
| 3Y | +580.6% | +33.2% | +547.3% | +379.0% |
| 5Y | +4.9% | +10.9% | -6.0% | -9.8% |
| All | +3,015.3% | +214.0% | +2,801.3% | +1,102.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NEE.
Daily Out/Under-Performance
Portfolio return minus NEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEE 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 NEE 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