+384.2%
NVDA vs CVNA
+642.4%
-258.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.3% | +1.9% | -1.6% |
| 7D | -4.4% | -4.3% | -0.1% | -3.7% |
| 30D | +0.4% | -2.4% | +2.8% | +0.6% |
| 3M | +9.0% | +4.5% | +4.4% | +7.2% |
| 6M | +18.3% | +10.2% | +8.1% | +14.7% |
| YTD | +17.2% | -16.7% | +34.0% | +18.6% |
| 1Y | +23.3% | -3.8% | +27.1% | +20.2% |
| All | +384.2% | +642.4% | -258.2% | +251.6% |
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