+580.6%
CVNA vs NWSA
+43.3%
+537.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.8% |
| 7D | -7.3% | -2.8% | -4.5% | -4.5% |
| 30D | -4.6% | +3.0% | -7.6% | -7.8% |
| 3M | +2.0% | +12.3% | -10.3% | -11.1% |
| 6M | +11.7% | +21.9% | -10.1% | -11.7% |
| YTD | -18.1% | +13.6% | -31.6% | -30.5% |
| 1Y | -2.4% | +0.5% | -2.9% | -4.0% |
| 3Y | +580.6% | +43.8% | +536.8% | +278.8% |
| All | +580.6% | +43.3% | +537.3% | +278.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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