+453.1%
CVNA vs NIO
-36.7%
+489.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.1% | +2.0% |
| 7D | +0.7% | -13.0% | +13.8% | +4.8% |
| 30D | +7.4% | -18.3% | +25.6% | +13.7% |
| 3M | +12.7% | -33.2% | +45.9% | +26.1% |
| 6M | +17.9% | -21.5% | +39.4% | +23.6% |
| YTD | -11.6% | -25.5% | +13.9% | -6.5% |
| 1Y | +0.8% | -38.0% | +38.8% | +10.9% |
| 3Y | +633.4% | -65.5% | +698.9% | +770.2% |
| 5Y | +13.5% | -90.6% | +104.1% | +78.4% |
| All | +453.1% | -36.7% | +489.8% | +534.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling