+591.6%
CVNA vs NVT
+178.0%
+413.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.1% | -2.1% | -3.1% |
| 7D | -4.3% | +2.0% | -6.3% | -5.4% |
| 30D | -2.4% | -7.2% | +4.8% | +1.0% |
| 3M | +4.5% | -0.9% | +5.4% | +2.1% |
| 6M | +10.2% | +42.6% | -32.4% | -17.6% |
| YTD | -16.7% | +52.9% | -69.6% | -41.5% |
| 1Y | -3.8% | +64.5% | -68.2% | -36.4% |
| All | +591.6% | +178.0% | +413.6% | +161.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling