+25.7%
CVNA vs DASH
-9.9%
+35.6%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.2% |
| 7D | +7.7% | +0.4% | +7.4% | +7.2% |
| 30D | +17.2% | -6.0% | +23.3% | +23.7% |
| 3M | +7.7% | -15.8% | +23.4% | +23.9% |
| 6M | -5.5% | +7.0% | -12.5% | -14.0% |
| YTD | -12.8% | -20.7% | +7.8% | +2.0% |
| 1Y | +26.8% | -8.5% | +35.3% | +28.3% |
| 3Y | +1,007.0% | +101.8% | +905.2% | +398.8% |
| All | +25.7% | -9.9% | +35.6% | -27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling