+622.4%
CVNA vs NTAP
+146.1%
+476.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.6% | -0.5% |
| 7D | -1.0% | +2.2% | -3.2% | -2.2% |
| 30D | -1.0% | -7.0% | +6.0% | +2.5% |
| 3M | +5.5% | +12.3% | -6.8% | -2.3% |
| 6M | +11.8% | +85.1% | -73.3% | -28.1% |
| YTD | -13.0% | +74.8% | -87.8% | -42.4% |
| 1Y | -2.1% | +52.7% | -54.8% | -28.3% |
| All | +622.4% | +146.1% | +476.3% | +226.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling