+1,101.8%
NBIS vs CVNA
+92.0%
+1,009.8%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.3% | -0.8% |
| 7D | +17.8% | -1.0% | +18.8% | +18.2% |
| 30D | +30.5% | -1.0% | +31.6% | +30.7% |
| 3M | +9.2% | +5.5% | +3.7% | +4.5% |
| 6M | +153.2% | +11.8% | +141.3% | +129.7% |
| YTD | +187.1% | -13.0% | +200.2% | +186.7% |
| 1Y | +151.1% | -2.1% | +153.2% | +130.9% |
| All | +1,101.8% | +92.0% | +1,009.8% | +728.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling