+1,174.8%
CVNA vs DASH
+105.6%
+1,069.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.5% | -2.8% | -3.2% |
| 7D | +2.4% | -2.8% | +5.2% | +4.6% |
| 30D | +14.6% | -9.3% | +23.9% | +22.7% |
| 3M | -1.5% | -15.1% | +13.5% | +9.8% |
| 6M | -6.3% | +8.7% | -15.0% | -13.3% |
| YTD | -13.5% | -21.3% | +7.8% | +0.2% |
| 1Y | +13.3% | -12.7% | +25.9% | +20.1% |
| All | +1,174.8% | +105.6% | +1,069.2% | +409.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling