+3,214.0%
CVNA vs DECK
+760.5%
+2,453.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.2% | +2.9% |
| 7D | +7.7% | +5.8% | +2.0% | +3.9% |
| 30D | +17.2% | +7.9% | +9.3% | +11.6% |
| 3M | +7.7% | -11.4% | +19.1% | +16.6% |
| 6M | -5.5% | -16.6% | +11.0% | +6.3% |
| YTD | -12.8% | -16.4% | +3.5% | -5.9% |
| 1Y | +26.8% | +8.6% | +18.1% | +12.7% |
| 3Y | +1,007.0% | -15.1% | +1,022.1% | +852.8% |
| 5Y | +23.5% | +22.9% | +0.6% | -19.6% |
| All | +3,214.0% | +760.5% | +2,453.5% | +1,034.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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