+436.6%
CVNA vs NIO
-51.7%
+488.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.9% | +7.1% | +3.6% |
| 7D | -1.6% | -14.5% | +12.8% | +2.9% |
| 30D | +24.9% | -15.0% | +39.8% | +31.0% |
| 3M | -1.8% | -35.6% | +33.8% | +11.3% |
| 6M | +3.5% | -55.7% | +59.2% | +29.9% |
| YTD | -14.3% | -43.1% | +28.9% | -2.0% |
| 1Y | +13.6% | -53.5% | +67.1% | +37.2% |
| 3Y | +1,163.4% | -59.8% | +1,223.3% | +1,317.8% |
| 5Y | +22.9% | -93.2% | +116.1% | +111.3% |
| All | +436.6% | -51.7% | +488.3% | +565.1% |
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