+3,265.8%
CVNA vs DD
+41.1%
+3,224.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | +3.5% | -0.6% | +4.1% | +4.1% |
| 30D | +5.5% | -7.4% | +12.9% | +12.5% |
| 3M | +7.6% | -6.4% | +14.0% | +13.3% |
| 6M | +17.6% | -2.5% | +20.1% | +18.1% |
| YTD | -11.5% | +10.2% | -21.7% | -21.0% |
| 1Y | +0.4% | +36.9% | -36.6% | -27.0% |
| 3Y | +695.6% | +47.0% | +648.6% | +442.7% |
| 5Y | +13.6% | +63.1% | -49.6% | -26.1% |
| All | +3,265.8% | +41.1% | +3,224.6% | +1,835.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling