-23.7%
NKE vs CVNA
+2,461.5%
-2,485.2%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.7% |
| 7D | -4.2% | -7.3% | +3.1% | -3.4% |
| 30D | -8.2% | -4.6% | -3.6% | -7.9% |
| 3M | -19.1% | +2.0% | -21.1% | -19.6% |
| 6M | -32.6% | +11.7% | -44.4% | -33.8% |
| YTD | -40.7% | -18.1% | -22.7% | -40.1% |
| 1Y | -48.9% | -2.4% | -46.5% | -49.5% |
| 3Y | -59.2% | +580.6% | -639.8% | -68.4% |
| 5Y | -75.3% | +4.9% | -80.2% | -80.2% |
| All | -23.7% | +2,461.5% | -2,485.2% | -57.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling