+25.2%
CVNA vs NVDL
-23.5%
+48.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -6.1% | +14.9% | +9.9% |
| 7D | +31.3% | -14.0% | +45.4% | +34.6% |
| 30D | +21.7% | -31.2% | +52.9% | +30.1% |
| 3M | +14.0% | -15.5% | +29.5% | +15.8% |
| 6M | +3.0% | -10.3% | +13.3% | +0.5% |
| YTD | -8.1% | -5.8% | -2.3% | -15.0% |
| 1Y | +25.2% | -20.1% | +45.3% | +24.1% |
| All | +25.2% | -23.5% | +48.6% | +24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 NVDL 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