+3,259.9%
CVNA vs DECK
+751.6%
+2,508.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +0.5% |
| 7D | +0.7% | -2.2% | +3.0% | +2.3% |
| 30D | +7.4% | -13.6% | +20.9% | +18.2% |
| 3M | +12.7% | -21.2% | +33.9% | +31.8% |
| 6M | +17.9% | -21.1% | +39.0% | +37.2% |
| YTD | -11.6% | -17.2% | +5.6% | -4.0% |
| 1Y | +0.8% | -30.7% | +31.5% | +20.9% |
| 3Y | +633.4% | -3.4% | +636.8% | +450.9% |
| 5Y | +13.5% | +25.5% | -12.1% | -28.0% |
| All | +3,259.9% | +751.6% | +2,508.3% | +1,056.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling