+856.6%
CVNA vs NVD
-99.2%
+955.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.6% | -1.3% |
| 7D | -1.0% | +0.5% | -1.5% | -0.9% |
| 30D | -1.0% | -9.3% | +8.3% | -2.5% |
| 3M | +5.5% | -22.1% | +27.5% | +1.7% |
| 6M | +11.8% | -45.8% | +57.6% | +1.0% |
| YTD | -13.0% | -46.7% | +33.7% | -20.8% |
| 1Y | -2.1% | -59.5% | +57.3% | -14.0% |
| 3Y | +681.6% | -99.2% | +780.8% | +229.7% |
| All | +856.6% | -99.2% | +955.8% | +303.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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