+3,206.8%
CVNA vs NVS
+178.4%
+3,028.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | -1.0% | -15.4% | +14.4% | +8.2% |
| 30D | -1.0% | -12.3% | +11.3% | +5.5% |
| 3M | +5.5% | -7.8% | +13.3% | +8.0% |
| 6M | +11.8% | -13.0% | +24.8% | +18.9% |
| YTD | -13.0% | +2.8% | -15.8% | -17.5% |
| 1Y | -2.1% | +10.6% | -12.8% | -12.3% |
| 3Y | +681.6% | +55.1% | +626.6% | +411.1% |
| 5Y | +11.6% | +91.7% | -80.0% | -43.0% |
| All | +3,206.8% | +178.4% | +3,028.3% | +1,232.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling