+25.2%
CVNA vs NTRS
+43.5%
-18.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.1% | +5.7% | +6.7% |
| 7D | +31.3% | +3.6% | +27.8% | +28.6% |
| 30D | +21.7% | +4.3% | +17.4% | +18.6% |
| 3M | +14.0% | -1.9% | +16.0% | +14.5% |
| 6M | +3.0% | +11.4% | -8.5% | -6.6% |
| YTD | -8.1% | +32.3% | -40.4% | -28.1% |
| 1Y | +25.2% | +42.5% | -17.4% | -6.4% |
| All | +25.2% | +43.5% | -18.3% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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