+364.6%
CVNA vs NET
+1,449.6%
-1,085.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.0% | +3.5% | +2.9% |
| 7D | +0.7% | -7.0% | +7.7% | +5.1% |
| 30D | +7.4% | -4.8% | +12.1% | +8.7% |
| 3M | +12.7% | +3.8% | +8.9% | +5.3% |
| 6M | +17.9% | +50.0% | -32.1% | -22.5% |
| YTD | -11.6% | +41.5% | -53.1% | -41.5% |
| 1Y | +0.8% | +32.8% | -32.1% | -31.2% |
| 3Y | +633.4% | +335.9% | +297.6% | +92.2% |
| 5Y | +13.5% | +113.8% | -100.4% | -55.8% |
| All | +364.6% | +1,449.6% | -1,085.0% | -15.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling