-2.4%
CVNA vs NTAP
+63.1%
-65.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +8.5% | -10.1% | -4.0% |
| 7D | -7.3% | +7.4% | -14.7% | -9.2% |
| 30D | -4.6% | -1.4% | -3.2% | -4.4% |
| 3M | +2.0% | +24.6% | -22.6% | -5.3% |
| 6M | +11.7% | +105.9% | -94.2% | -17.6% |
| YTD | -18.1% | +88.5% | -106.6% | -36.8% |
| 1Y | -2.4% | +62.1% | -64.5% | -18.3% |
| All | -2.4% | +63.1% | -65.5% | -18.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling