+3,015.3%
CVNA vs NTRA
+3,550.7%
-535.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.4% | -2.0% |
| 7D | -7.3% | +0.2% | -7.5% | -7.4% |
| 30D | -4.6% | +4.1% | -8.7% | -6.3% |
| 3M | +2.0% | +50.0% | -48.1% | -15.9% |
| 6M | +11.7% | +67.3% | -55.6% | -12.9% |
| YTD | -18.1% | +43.6% | -61.6% | -31.8% |
| 1Y | -2.4% | +89.2% | -91.6% | -28.5% |
| 3Y | +580.6% | +502.5% | +78.0% | +189.3% |
| 5Y | +4.9% | +173.8% | -168.9% | -44.4% |
| All | +3,015.3% | +3,550.7% | -535.4% | +846.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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