+3,159.9%
CVNA vs NTAP
+475.1%
+2,684.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.5% | +4.7% | +3.9% |
| 7D | -1.6% | +7.2% | -8.8% | -6.5% |
| 30D | +24.9% | -18.4% | +43.2% | +41.0% |
| 3M | -1.8% | -11.3% | +9.5% | +2.1% |
| 6M | +3.5% | +53.8% | -50.2% | -32.7% |
| YTD | -14.3% | +72.0% | -86.2% | -50.1% |
| 1Y | +13.6% | +68.0% | -54.4% | -32.7% |
| 3Y | +1,163.4% | +149.5% | +1,014.0% | +413.0% |
| 5Y | +22.9% | +125.6% | -102.7% | -42.0% |
| All | +3,159.9% | +475.1% | +2,684.8% | +714.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling