+441.1%
NOW vs CVNA
+2,580.4%
-2,139.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.6% | +1.3% |
| 7D | +0.3% | -1.6% | +1.9% | +0.5% |
| 30D | -27.0% | +24.9% | -51.8% | -30.2% |
| 3M | -19.6% | -1.8% | -17.8% | -20.5% |
| 6M | +17.5% | +3.5% | +13.9% | +14.7% |
| YTD | -33.3% | -14.3% | -19.0% | -33.5% |
| 1Y | -39.8% | +13.6% | -53.4% | -42.7% |
| 3Y | -19.9% | +1,163.4% | -1,183.4% | -50.9% |
| 5Y | -26.1% | +22.9% | -49.0% | -48.9% |
| All | +441.1% | +2,580.4% | -2,139.3% | +144.6% |
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