+41.5%
NU vs CVNA
+29.6%
+11.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.9% |
| YTD | -12.7% | -18.1% | +5.4% | -11.3% |
| 1Y | -6.4% | -2.4% | -4.0% | -8.4% |
| 3Y | +98.1% | +580.6% | -482.5% | +32.2% |
| All | +41.5% | +29.6% | +11.9% | +55.1% |
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