+3,015.3%
CVNA vs DD
+36.5%
+2,978.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.4% |
| 7D | -7.3% | -3.5% | -3.8% | -4.5% |
| 30D | -4.6% | -11.7% | +7.1% | +6.0% |
| 3M | +2.0% | -9.2% | +11.2% | +10.3% |
| 6M | +11.7% | -7.2% | +18.9% | +17.1% |
| YTD | -18.1% | +6.6% | -24.7% | -24.8% |
| 1Y | -2.4% | +32.0% | -34.4% | -26.7% |
| 3Y | +580.6% | +42.1% | +538.4% | +377.5% |
| 5Y | +4.9% | +58.1% | -53.2% | -29.9% |
| All | +3,015.3% | +36.5% | +2,978.8% | +1,742.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 10y: compounded portfolio wealth divided by compounded DD 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…
10y analysis · Full analysis span regression · 6 months rolling