+3,335.1%
CVNA vs DAL
+124.0%
+3,211.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.3% | -1.6% | -0.2% |
| 7D | +5.9% | +10.0% | -4.1% | -1.1% |
| 30D | +19.7% | +12.0% | +7.6% | +10.5% |
| 3M | +7.6% | +0.8% | +6.8% | +6.9% |
| 6M | -2.2% | +26.2% | -28.3% | -18.3% |
| YTD | -9.6% | +33.7% | -43.3% | -27.9% |
| 1Y | +25.4% | +57.6% | -32.1% | -11.9% |
| 3Y | +1,152.6% | +183.5% | +969.2% | +436.6% |
| 5Y | +28.9% | +114.2% | -85.3% | -26.4% |
| All | +3,335.1% | +124.0% | +3,211.1% | +2,050.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DAL.
Daily Out/Under-Performance
Portfolio return minus DAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAL 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 DAL 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