+3,265.8%
CVNA vs NTAP
+498.4%
+2,767.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | -1.2% |
| 7D | +3.5% | +3.3% | +0.3% | +1.0% |
| 30D | +5.5% | -0.2% | +5.7% | +4.8% |
| 3M | +7.6% | +11.4% | -3.8% | -2.1% |
| 6M | +17.6% | +88.7% | -71.1% | -32.6% |
| YTD | -11.5% | +78.9% | -90.4% | -47.8% |
| 1Y | +0.4% | +58.8% | -58.4% | -35.1% |
| 3Y | +695.6% | +153.5% | +542.0% | +234.7% |
| 5Y | +13.6% | +136.7% | -123.1% | -46.1% |
| All | +3,265.8% | +498.4% | +2,767.4% | +752.1% |
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