+6.1%
CVNA vs DHR
-30.1%
+36.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.4% |
| 7D | -7.3% | -3.6% | -3.7% | -3.7% |
| 30D | -4.6% | -2.7% | -1.8% | -1.9% |
| 3M | +2.0% | +10.9% | -9.0% | -11.2% |
| 6M | +11.7% | +3.0% | +8.7% | +4.8% |
| YTD | -18.1% | -12.2% | -5.9% | -8.3% |
| 1Y | -2.4% | +3.3% | -5.7% | -11.3% |
| 3Y | +580.6% | -8.2% | +588.8% | +540.5% |
| All | +6.1% | -30.1% | +36.2% | +30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling