+6.1%
CVNA vs NTRS
+93.2%
-87.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -2.9% |
| 7D | -7.3% | +1.4% | -8.7% | -9.0% |
| 30D | -4.6% | -0.7% | -3.9% | -4.4% |
| 3M | +2.0% | +11.3% | -9.3% | -12.1% |
| 6M | +11.7% | +35.5% | -23.8% | -26.4% |
| YTD | -18.1% | +40.6% | -58.7% | -48.7% |
| 1Y | -2.4% | +49.2% | -51.6% | -43.7% |
| 3Y | +580.6% | +167.2% | +413.3% | +70.1% |
| All | +6.1% | +93.2% | -87.1% | -58.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling