+98.1%
NU vs CVNA
+630.6%
-532.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.6% | -1.1% | -2.4% |
| 7D | -4.9% | -7.3% | +2.4% | -3.7% |
| 30D | +7.8% | -4.6% | +12.4% | +8.6% |
| 3M | +20.9% | +2.0% | +19.0% | +19.7% |
| 6M | +0.9% | +11.7% | -10.8% | -1.8% |
| YTD | -12.7% | -18.1% | +5.4% | -11.4% |
| 1Y | -6.4% | -2.4% | -4.0% | -8.4% |
| 3Y | +98.1% | +580.6% | -482.5% | +61.3% |
| All | +98.1% | +630.6% | -532.5% | +61.3% |
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 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