+8,687.7%
NVDA vs CVNA
+2,667.4%
+6,020.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.0% |
| 7D | +3.8% | +3.5% | +0.3% | +3.2% |
| 30D | +0.8% | +5.5% | -4.7% | -0.4% |
| 3M | +8.2% | +7.6% | +0.6% | +6.0% |
| 6M | +27.1% | +17.6% | +9.5% | +21.9% |
| YTD | +21.2% | -11.5% | +32.7% | +21.3% |
| 1Y | +34.3% | +0.4% | +33.9% | +30.3% |
| 3Y | +396.3% | +695.6% | -299.3% | +209.8% |
| 5Y | +913.8% | +13.6% | +900.2% | +605.6% |
| All | +8,687.7% | +2,667.4% | +6,020.3% | +3,250.2% |
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