+1,131.5%
CVNA vs NVT
+731.8%
+399.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.6% | -6.2% | -4.8% |
| 7D | -7.3% | +4.1% | -11.3% | -10.0% |
| 30D | -4.6% | -5.1% | +0.5% | -2.1% |
| 3M | +2.0% | -1.2% | +3.1% | -1.2% |
| 6M | +11.7% | +46.6% | -34.8% | -22.1% |
| YTD | -18.1% | +60.0% | -78.1% | -47.5% |
| 1Y | -2.4% | +70.8% | -73.2% | -41.1% |
| 3Y | +580.6% | +187.5% | +393.0% | +152.5% |
| 5Y | +4.9% | +426.1% | -421.3% | -74.9% |
| All | +1,131.5% | +731.8% | +399.7% | +93.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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