+3,015.3%
CVNA vs NTRS
+168.4%
+2,846.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -2.6% |
| 7D | -7.3% | +1.4% | -8.7% | -8.6% |
| 30D | -4.6% | -0.7% | -3.9% | -4.4% |
| 3M | +2.0% | +11.3% | -9.3% | -8.7% |
| 6M | +11.7% | +35.5% | -23.8% | -17.9% |
| YTD | -18.1% | +40.6% | -58.7% | -41.8% |
| 1Y | -2.4% | +49.2% | -51.6% | -34.6% |
| 3Y | +580.6% | +167.2% | +413.3% | +165.6% |
| 5Y | +4.9% | +94.9% | -90.1% | -43.6% |
| All | +3,015.3% | +168.4% | +2,846.9% | +1,064.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling