+3,015.3%
CVNA vs NTAP
+530.5%
+2,484.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +8.5% | -10.1% | -7.8% |
| 7D | -7.3% | +7.4% | -14.7% | -12.5% |
| 30D | -4.6% | -1.4% | -3.2% | -4.8% |
| 3M | +2.0% | +24.6% | -22.6% | -15.0% |
| 6M | +11.7% | +105.9% | -94.2% | -40.4% |
| YTD | -18.1% | +88.5% | -106.6% | -53.8% |
| 1Y | -2.4% | +62.1% | -64.5% | -37.9% |
| 3Y | +580.6% | +169.1% | +411.5% | +172.6% |
| 5Y | +4.9% | +141.9% | -137.0% | -51.5% |
| All | +3,015.3% | +530.5% | +2,484.8% | +655.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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