+3,206.8%
CVNA vs NVMI
+1,731.7%
+1,475.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.2% |
| 7D | -1.0% | +6.9% | -7.9% | -5.1% |
| 30D | -1.0% | -2.8% | +1.8% | +0.2% |
| 3M | +5.5% | -27.3% | +32.8% | +22.3% |
| 6M | +11.8% | -13.7% | +25.5% | +11.6% |
| YTD | -13.0% | +13.8% | -26.9% | -29.3% |
| 1Y | -2.1% | +34.9% | -37.0% | -29.9% |
| 3Y | +681.6% | +213.5% | +468.1% | +151.9% |
| 5Y | +11.6% | +272.5% | -260.8% | -66.2% |
| All | +3,206.8% | +1,731.7% | +1,475.1% | +364.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling