+3,265.8%
CVNA vs DKS
+240.9%
+3,024.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.9% | +5.0% | +2.9% |
| 7D | +3.5% | -0.4% | +4.0% | +3.6% |
| 30D | +5.5% | -36.6% | +42.1% | +29.4% |
| 3M | +7.6% | -37.6% | +45.2% | +32.7% |
| 6M | +17.6% | -32.1% | +49.7% | +36.5% |
| YTD | -11.5% | -32.3% | +20.8% | +2.3% |
| 1Y | +0.4% | -39.5% | +39.9% | +22.0% |
| 3Y | +695.6% | +27.7% | +667.9% | +486.6% |
| 5Y | +13.6% | +15.0% | -1.4% | -9.3% |
| All | +3,265.8% | +240.9% | +3,024.9% | +1,069.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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