+3,265.8%
CVNA vs NOC
+142.9%
+3,122.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | +3.5% | -2.7% | +6.2% | +4.0% |
| 30D | +5.5% | -8.9% | +14.3% | +7.1% |
| 3M | +7.6% | -3.7% | +11.3% | +7.9% |
| 6M | +17.6% | -30.8% | +48.4% | +25.5% |
| YTD | -11.5% | -7.9% | -3.5% | -11.4% |
| 1Y | +0.4% | -9.4% | +9.8% | +0.6% |
| 3Y | +695.6% | +29.0% | +666.6% | +613.3% |
| 5Y | +13.6% | +56.1% | -42.5% | -12.6% |
| All | +3,265.8% | +142.9% | +3,122.9% | +1,981.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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