+128.6%
NOK vs CVNA
+2,618.9%
-2,490.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +1.2% |
| 7D | +9.3% | -1.0% | +10.4% | +9.4% |
| 30D | +17.9% | -1.0% | +18.9% | +17.8% |
| 3M | -22.3% | +5.5% | -27.8% | -22.9% |
| 6M | +36.4% | +11.8% | +24.6% | +34.2% |
| YTD | +66.3% | -13.0% | +79.3% | +66.4% |
| 1Y | +134.4% | -2.1% | +136.5% | +131.4% |
| 3Y | +186.6% | +681.6% | -495.0% | +127.8% |
| 5Y | +102.7% | +11.6% | +91.1% | +67.5% |
| All | +128.6% | +2,618.9% | -2,490.3% | +30.9% |
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 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