+3,189.2%
CVNA vs D
+33.2%
+3,156.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.2% | -4.4% | -4.3% |
| 7D | +2.4% | +2.4% | +0.1% | +1.3% |
| 30D | +14.6% | +10.9% | +3.7% | +8.7% |
| 3M | -1.5% | +2.8% | -4.4% | -3.0% |
| 6M | -6.3% | +12.7% | -19.0% | -12.7% |
| YTD | -13.5% | +20.3% | -33.8% | -22.9% |
| 1Y | +13.3% | +17.1% | -3.8% | +2.3% |
| 3Y | +1,150.8% | +75.1% | +1,075.6% | +756.5% |
| 5Y | +27.1% | +13.1% | +14.0% | +12.2% |
| All | +3,189.2% | +33.2% | +3,156.0% | +2,271.7% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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