+3,015.3%
CVNA vs NVMI
+1,721.7%
+1,293.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.2% | -2.6% |
| 7D | -7.3% | -0.1% | -7.2% | -7.2% |
| 30D | -4.6% | -8.4% | +3.8% | +0.3% |
| 3M | +2.0% | -33.6% | +35.5% | +25.7% |
| 6M | +11.7% | -14.7% | +26.4% | +12.4% |
| YTD | -18.1% | +13.2% | -31.3% | -33.2% |
| 1Y | -2.4% | +29.0% | -31.4% | -27.8% |
| 3Y | +580.6% | +215.0% | +365.6% | +118.4% |
| 5Y | +4.9% | +268.6% | -263.7% | -68.1% |
| All | +3,015.3% | +1,721.7% | +1,293.6% | +339.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 10y: compounded portfolio wealth divided by compounded NVMI 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…
10y analysis · Full analysis span regression · 6 months rolling