+3,393.7%
CVNA vs DECK
+784.3%
+2,609.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +6.0% | +2.8% | +4.7% |
| 7D | +31.3% | +10.4% | +21.0% | +23.3% |
| 30D | +21.7% | +11.1% | +10.6% | +13.5% |
| 3M | +14.0% | -10.8% | +24.8% | +22.9% |
| 6M | +3.0% | -8.7% | +11.7% | +8.9% |
| YTD | -8.1% | -14.0% | +5.9% | -2.6% |
| 1Y | +25.2% | +12.0% | +13.1% | +8.9% |
| 3Y | +1,101.4% | -10.5% | +1,111.8% | +892.6% |
| 5Y | +29.0% | +28.5% | +0.5% | -18.5% |
| All | +3,393.7% | +784.3% | +2,609.4% | +1,073.2% |
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