+3,146.8%
CVNA vs DECK
+770.7%
+2,376.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.5% | -5.5% | -6.0% |
| 7D | +5.5% | +6.0% | -0.5% | +1.6% |
| 30D | +12.8% | +7.4% | +5.4% | +7.8% |
| 3M | +3.7% | -11.7% | +15.4% | +12.7% |
| 6M | -4.9% | -11.0% | +6.0% | +2.3% |
| YTD | -14.6% | -15.4% | +0.8% | -8.5% |
| 1Y | +16.4% | +7.2% | +9.1% | +4.5% |
| 3Y | +1,016.5% | -11.8% | +1,028.3% | +832.9% |
| 5Y | +21.0% | +24.3% | -3.3% | -21.9% |
| All | +3,146.8% | +770.7% | +2,376.1% | +1,002.7% |
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