+3,015.3%
CVNA vs NVS
+177.8%
+2,837.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | -7.3% | -14.3% | +7.0% | +0.6% |
| 30D | -4.6% | -10.0% | +5.4% | 0.0% |
| 3M | +2.0% | -10.9% | +12.9% | +6.8% |
| 6M | +11.7% | -12.0% | +23.7% | +17.9% |
| YTD | -18.1% | +2.5% | -20.6% | -22.1% |
| 1Y | -2.4% | +10.7% | -13.1% | -12.6% |
| 3Y | +580.6% | +53.3% | +527.3% | +349.0% |
| 5Y | +4.9% | +93.6% | -88.7% | -47.1% |
| All | +3,015.3% | +177.8% | +2,837.5% | +1,156.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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