+3,259.9%
CVNA vs D
+28.3%
+3,231.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.0% | +2.3% |
| 7D | +0.7% | +0.4% | +0.3% | +0.5% |
| 30D | +7.4% | -3.6% | +10.9% | +9.2% |
| 3M | +12.7% | -1.0% | +13.7% | +12.9% |
| 6M | +17.9% | +6.3% | +11.6% | +12.9% |
| YTD | -11.6% | +14.7% | -26.3% | -19.3% |
| 1Y | +0.8% | +16.9% | -16.2% | -9.7% |
| 3Y | +633.4% | +56.8% | +576.6% | +435.4% |
| 5Y | +13.5% | +5.2% | +8.3% | +3.6% |
| All | +3,259.9% | +28.3% | +3,231.6% | +2,369.7% |
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 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