+151.8%
NBIS vs CVNA
-6.0%
+157.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.3% |
| 7D | -0.8% | -7.3% | +6.5% | +0.2% |
| 30D | -13.4% | -4.6% | -8.8% | -12.6% |
| 3M | +1.0% | +2.0% | -0.9% | +0.1% |
| 6M | +100.5% | +11.7% | +88.8% | +88.7% |
| YTD | +168.3% | -18.1% | +186.3% | +171.1% |
| 1Y | +151.8% | -2.4% | +154.1% | +138.2% |
| All | +151.8% | -6.0% | +157.7% | +138.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CVNA.
Daily Out/Under-Performance
Portfolio return minus CVNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVNA 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 1y: compounded portfolio wealth divided by compounded CVNA 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…
1y analysis · Full analysis span regression · 6 months rolling