+25.2%
CVNA vs DASH
-16.7%
+41.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +8.3% | +0.5% | +4.0% |
| 7D | +31.3% | +17.2% | +14.2% | +20.5% |
| 30D | +21.7% | +3.6% | +18.2% | +19.1% |
| 3M | +14.0% | -1.9% | +15.9% | +14.1% |
| 6M | +3.0% | +15.1% | -12.1% | -6.1% |
| YTD | -8.1% | -12.3% | +4.2% | -5.9% |
| 1Y | +25.2% | -17.2% | +42.4% | +29.9% |
| All | +25.2% | -16.7% | +41.9% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DASH.
Daily Out/Under-Performance
Portfolio return minus DASH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DASH 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 1y: compounded portfolio wealth divided by compounded DASH 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…
1y analysis · Full analysis span regression · 6 months rolling