+3,259.9%
CVNA vs DAL
+95.1%
+3,164.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.8% | -0.2% | +0.3% |
| 7D | +0.7% | +0.1% | +0.6% | +0.6% |
| 30D | +7.4% | -13.9% | +21.3% | +19.3% |
| 3M | +12.7% | +1.1% | +11.6% | +10.6% |
| 6M | +17.9% | +26.2% | -8.3% | -2.3% |
| YTD | -11.6% | +16.4% | -28.1% | -22.2% |
| 1Y | +0.8% | +33.9% | -33.1% | -20.5% |
| 3Y | +633.4% | +93.4% | +540.1% | +316.7% |
| 5Y | +13.5% | +106.4% | -92.9% | -33.0% |
| All | +3,259.9% | +95.1% | +3,164.8% | +2,219.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling