+683.0%
CVNA vs NIO
-62.6%
+745.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.1% | +1.9% |
| 7D | +0.7% | -13.0% | +13.8% | +3.9% |
| 30D | +7.4% | -18.3% | +25.6% | +12.3% |
| 3M | +12.7% | -33.2% | +45.9% | +23.1% |
| 6M | +17.9% | -21.5% | +39.4% | +22.4% |
| YTD | -11.6% | -25.5% | +13.9% | -7.6% |
| 1Y | +0.8% | -38.0% | +38.8% | +9.1% |
| All | +683.0% | -62.6% | +745.7% | +932.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling