+3,265.8%
CVNA vs DAL
+92.1%
+3,173.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +1.3% |
| 7D | +3.5% | +3.4% | +0.1% | +1.0% |
| 30D | +5.5% | -13.6% | +19.0% | +16.8% |
| 3M | +7.6% | +1.2% | +6.4% | +5.5% |
| 6M | +17.6% | +34.5% | -16.9% | -6.9% |
| YTD | -11.5% | +14.7% | -26.1% | -21.2% |
| 1Y | +0.4% | +29.2% | -28.9% | -18.7% |
| 3Y | +695.6% | +100.0% | +595.6% | +340.4% |
| 5Y | +13.6% | +106.3% | -92.7% | -32.7% |
| All | +3,265.8% | +92.1% | +3,173.6% | +2,249.1% |
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