+3,015.3%
CVNA vs NSC
+226.1%
+2,789.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -0.8% |
| 7D | -7.3% | -2.8% | -4.5% | -4.9% |
| 30D | -4.6% | -4.5% | -0.1% | -0.8% |
| 3M | +2.0% | +3.5% | -1.6% | -2.3% |
| 6M | +11.7% | +8.5% | +3.2% | +1.6% |
| YTD | -18.1% | +12.3% | -30.4% | -28.3% |
| 1Y | -2.4% | +18.9% | -21.3% | -19.4% |
| 3Y | +580.6% | +74.1% | +506.4% | +287.3% |
| 5Y | +4.9% | +43.9% | -39.0% | -26.5% |
| All | +3,015.3% | +226.1% | +2,789.2% | +1,273.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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