+427.1%
NOW vs CVNA
+2,604.4%
-2,177.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.2% | +1.2% | -2.4% |
| 7D | -8.7% | +2.4% | -11.2% | -9.1% |
| 30D | -29.3% | +14.6% | -43.9% | -31.5% |
| 3M | -21.8% | -1.5% | -20.3% | -22.7% |
| 6M | +9.2% | -6.3% | +15.6% | +8.3% |
| YTD | -35.0% | -13.5% | -21.5% | -35.3% |
| 1Y | -42.5% | +13.3% | -55.8% | -45.3% |
| 3Y | -21.5% | +1,150.8% | -1,172.3% | -51.8% |
| 5Y | -25.8% | +27.1% | -52.9% | -49.0% |
| All | +427.1% | +2,604.4% | -2,177.3% | +138.0% |
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