+8,407.5%
NVDA vs CVNA
+2,461.5%
+5,946.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.3% |
| 7D | -5.1% | -7.3% | +2.1% | -3.9% |
| 30D | -2.5% | -4.6% | +2.1% | -1.9% |
| 3M | +6.7% | +2.0% | +4.7% | +5.5% |
| 6M | +17.6% | +11.7% | +5.9% | +13.9% |
| YTD | +17.3% | -18.1% | +35.4% | +19.1% |
| 1Y | +23.5% | -2.4% | +25.9% | +20.5% |
| 3Y | +384.6% | +580.6% | -196.0% | +211.2% |
| 5Y | +875.4% | +4.9% | +870.5% | +588.6% |
| All | +8,407.5% | +2,461.5% | +5,946.1% | +3,188.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling