+11.8%
NOW vs CVNA
+686.9%
-675.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.2% | -5.2% | -5.0% |
| 7D | -6.1% | +3.5% | -9.6% | -6.6% |
| 30D | +7.5% | +5.5% | +2.0% | +6.4% |
| 3M | +17.5% | +7.6% | +9.9% | +15.6% |
| 6M | +7.9% | +17.6% | -9.7% | +4.6% |
| YTD | -12.4% | -11.5% | -0.9% | -12.1% |
| 1Y | -28.6% | +0.4% | -28.9% | -30.2% |
| 3Y | +11.8% | +695.6% | -683.7% | -10.9% |
| All | +11.8% | +686.9% | -675.0% | -10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling