+3,265.8%
CVNA vs DG
+97.6%
+3,168.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.0% | +4.2% | +1.5% |
| 7D | +3.5% | -2.5% | +6.0% | +4.3% |
| 30D | +5.5% | +1.0% | +4.5% | +4.9% |
| 3M | +7.6% | +20.3% | -12.7% | +0.9% |
| 6M | +17.6% | -11.7% | +29.3% | +21.6% |
| YTD | -11.5% | -2.3% | -9.1% | -11.7% |
| 1Y | +0.4% | +20.0% | -19.6% | -7.6% |
| 3Y | +695.6% | +7.2% | +688.3% | +608.5% |
| 5Y | +13.6% | -37.9% | +51.5% | +35.1% |
| All | +3,265.8% | +97.6% | +3,168.2% | +3,526.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling