-26.4%
NOW vs CVNA
+25.1%
-51.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.4% | -0.7% |
| 7D | -3.0% | +7.7% | -10.7% | -4.1% |
| 30D | -26.0% | +17.2% | -43.3% | -28.4% |
| 3M | -13.1% | +7.7% | -20.8% | -15.1% |
| 6M | +14.5% | -5.5% | +20.0% | +13.5% |
| YTD | -33.4% | -12.8% | -20.6% | -33.8% |
| 1Y | -40.6% | +26.8% | -67.4% | -44.2% |
| 3Y | -16.3% | +1,007.0% | -1,023.3% | -45.4% |
| All | -26.4% | +25.1% | -51.4% | -15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling