+593.9%
NOW vs CVNA
+2,618.9%
-2,025.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.6% | -2.0% |
| 7D | -4.1% | -1.0% | -3.1% | -4.0% |
| 30D | +2.9% | -1.0% | +3.9% | +2.9% |
| 3M | +22.6% | +5.5% | +17.1% | +20.9% |
| 6M | +7.5% | +11.8% | -4.3% | +4.8% |
| YTD | -14.4% | -13.0% | -1.4% | -13.8% |
| 1Y | -29.8% | -2.1% | -27.7% | -31.2% |
| 3Y | +9.2% | +681.6% | -672.4% | -27.7% |
| 5Y | +0.8% | +11.6% | -10.8% | -28.2% |
| All | +593.9% | +2,618.9% | -2,025.0% | +216.9% |
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 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