+383.1%
CVNA vs NET
+1,381.0%
-997.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -2.6% | +11.4% | +10.5% |
| 7D | +31.3% | -16.4% | +47.7% | +45.5% |
| 30D | +21.7% | -25.8% | +47.6% | +44.3% |
| 3M | +14.0% | -11.5% | +25.5% | +16.3% |
| 6M | +3.0% | +18.9% | -15.9% | -20.6% |
| YTD | -8.1% | +35.2% | -43.3% | -39.8% |
| 1Y | +25.2% | +14.5% | +10.7% | -7.5% |
| 3Y | +1,101.4% | +313.8% | +787.5% | +213.7% |
| 5Y | +29.0% | +32.6% | -3.6% | -39.9% |
| All | +383.1% | +1,381.0% | -997.9% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NET.
Daily Out/Under-Performance
Portfolio return minus NET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NET 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 NET 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