+444.3%
CVNA vs NIO
-38.3%
+482.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | -1.1% |
| 7D | -1.0% | -4.1% | +3.1% | +0.2% |
| 30D | -1.0% | -23.2% | +22.2% | +6.7% |
| 3M | +5.5% | -29.9% | +35.4% | +16.5% |
| 6M | +11.8% | -25.1% | +36.9% | +18.9% |
| YTD | -13.0% | -27.5% | +14.4% | -7.3% |
| 1Y | -2.1% | -41.1% | +39.0% | +9.4% |
| 3Y | +681.6% | -63.1% | +744.8% | +808.3% |
| 5Y | +11.6% | -90.4% | +102.0% | +75.7% |
| All | +444.3% | -38.3% | +482.7% | +529.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 NIO 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