+3,015.3%
CVNA vs DHR
+185.1%
+2,830.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.4% |
| 7D | -7.3% | -3.6% | -3.7% | -3.6% |
| 30D | -4.6% | -2.7% | -1.8% | -1.8% |
| 3M | +2.0% | +10.9% | -9.0% | -11.5% |
| 6M | +11.7% | +3.0% | +8.7% | +4.4% |
| YTD | -18.1% | -12.2% | -5.9% | -8.7% |
| 1Y | -2.4% | +3.3% | -5.7% | -11.5% |
| 3Y | +580.6% | -8.2% | +588.8% | +556.0% |
| 5Y | +4.9% | -29.9% | +34.8% | +49.4% |
| All | +3,015.3% | +185.1% | +2,830.2% | +1,063.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DHR.
Daily Out/Under-Performance
Portfolio return minus DHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHR 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 DHR 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