+13.0%
CVNA vs DASH
+8.6%
+4.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.6% | +6.2% | +5.6% |
| 7D | +0.7% | -10.6% | +11.3% | +10.7% |
| 30D | +7.4% | +2.2% | +5.2% | +4.8% |
| 3M | +12.7% | +32.3% | -19.6% | -13.5% |
| 6M | +17.9% | +19.1% | -1.2% | -2.6% |
| YTD | -11.6% | -6.5% | -5.1% | -9.9% |
| 1Y | +0.8% | -14.9% | +15.6% | +7.7% |
| 3Y | +633.4% | +151.9% | +481.5% | +176.1% |
| All | +13.0% | +8.6% | +4.4% | -42.4% |
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