+3,015.3%
CVNA vs DG
+92.5%
+2,922.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -2.0% |
| 7D | -7.3% | -6.5% | -0.8% | -5.2% |
| 30D | -4.6% | +4.2% | -8.7% | -6.0% |
| 3M | +2.0% | +9.5% | -7.5% | -1.3% |
| 6M | +11.7% | -13.1% | +24.9% | +16.2% |
| YTD | -18.1% | -4.8% | -13.2% | -17.6% |
| 1Y | -2.4% | +20.6% | -23.0% | -10.3% |
| 3Y | +580.6% | +4.9% | +575.6% | +509.9% |
| 5Y | +4.9% | -37.9% | +42.7% | +23.8% |
| All | +3,015.3% | +92.5% | +2,922.8% | +3,285.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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