+3,335.1%
CVNA vs D
+33.0%
+3,302.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.2% | +3.9% |
| 7D | +5.9% | +0.8% | +5.1% | +5.6% |
| 30D | +19.7% | +10.7% | +9.0% | +13.7% |
| 3M | +7.6% | +2.3% | +5.4% | +6.4% |
| 6M | -2.2% | +12.5% | -14.6% | -8.7% |
| YTD | -9.6% | +20.1% | -29.7% | -19.4% |
| 1Y | +25.4% | +15.6% | +9.9% | +14.1% |
| 3Y | +1,152.6% | +75.2% | +1,077.5% | +757.6% |
| 5Y | +28.9% | +14.6% | +14.3% | +13.2% |
| All | +3,335.1% | +33.0% | +3,302.2% | +2,379.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling