+439.6%
NOW vs CVNA
+2,624.8%
-2,185.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -28.6% |
| 3M | -13.1% | +7.7% | -20.8% | -15.3% |
| 6M | +14.5% | -5.5% | +20.0% | +13.4% |
| YTD | -33.4% | -12.8% | -20.6% | -33.8% |
| 1Y | -40.6% | +26.8% | -67.4% | -44.5% |
| 3Y | -16.3% | +1,007.0% | -1,023.3% | -47.7% |
| 5Y | -26.3% | +23.5% | -49.8% | -49.1% |
| All | +439.6% | +2,624.8% | -2,185.2% | +143.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling