+7,059.4%
CVNA vs NVDL
+2,476.2%
+4,583.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | -7.3% | -10.3% | +3.0% | -4.6% |
| 30D | -4.6% | -7.1% | +2.5% | -3.3% |
| 3M | +2.0% | +6.6% | -4.6% | -1.6% |
| 6M | +11.7% | +21.1% | -9.3% | +2.2% |
| YTD | -18.1% | +15.2% | -33.3% | -25.1% |
| 1Y | -2.4% | +18.8% | -21.2% | -12.5% |
| 3Y | +580.6% | +649.9% | -69.3% | +134.0% |
| All | +7,059.4% | +2,476.2% | +4,583.2% | +1,087.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling