+19.6%
CVNA vs NVTS
-16.8%
+36.5%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.3% | -5.9% | -2.5% |
| 7D | -7.3% | -1.4% | -5.8% | -7.0% |
| 30D | -4.6% | -16.5% | +11.9% | -1.3% |
| 3M | +2.0% | -47.6% | +49.6% | +13.5% |
| 6M | +11.7% | +7.3% | +4.4% | -0.3% |
| YTD | -18.1% | +62.9% | -80.9% | -36.0% |
| 1Y | -2.4% | +91.3% | -93.7% | -29.9% |
| 3Y | +580.6% | +43.4% | +537.2% | +327.7% |
| All | +19.6% | -16.8% | +36.5% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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