+3,265.8%
CVNA vs NWSA
+155.3%
+3,110.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.0% | +1.9% |
| 7D | +3.5% | -2.6% | +6.2% | +5.9% |
| 30D | +5.5% | +4.6% | +0.9% | +1.0% |
| 3M | +7.6% | +10.2% | -2.6% | -2.6% |
| 6M | +17.6% | +21.6% | -4.0% | -3.0% |
| YTD | -11.5% | +14.6% | -26.1% | -23.7% |
| 1Y | +0.4% | +0.4% | 0.0% | -3.2% |
| 3Y | +695.6% | +45.0% | +650.6% | +473.9% |
| 5Y | +13.6% | +41.3% | -27.7% | -12.1% |
| All | +3,265.8% | +155.3% | +3,110.5% | +1,560.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling