+580.6%
CVNA vs NVS
+54.2%
+526.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | -7.3% | -14.3% | +7.0% | -6.4% |
| 30D | -4.6% | -10.0% | +5.4% | -4.0% |
| 3M | +2.0% | -10.9% | +12.9% | +2.6% |
| 6M | +11.7% | -12.0% | +23.7% | +12.3% |
| YTD | -18.1% | +2.5% | -20.6% | -18.0% |
| 1Y | -2.4% | +10.7% | -13.1% | -2.4% |
| 3Y | +580.6% | +53.3% | +527.3% | +519.7% |
| All | +580.6% | +54.2% | +526.4% | +519.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling