+115.1%
NOK vs CVNA
+4.7%
+110.4%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.6% | +6.4% | +4.9% |
| 7D | +11.0% | -7.3% | +18.2% | +11.5% |
| 30D | +7.8% | -4.6% | +12.4% | +8.1% |
| 3M | -21.0% | +2.0% | -23.0% | -21.3% |
| 6M | +40.9% | +11.7% | +29.2% | +38.9% |
| YTD | +72.0% | -18.1% | +90.1% | +72.8% |
| 1Y | +140.9% | -2.4% | +143.3% | +138.2% |
| 3Y | +194.3% | +580.6% | -386.3% | +145.1% |
| All | +115.1% | +4.7% | +110.4% | +101.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling