+25.2%
CVNA vs DLR
+11.0%
+14.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.6% | +6.2% | +8.2% |
| 7D | +31.3% | +2.8% | +28.5% | +30.6% |
| 30D | +21.7% | +2.8% | +18.9% | +20.9% |
| 3M | +14.0% | -4.0% | +18.0% | +14.6% |
| 6M | +3.0% | -5.6% | +8.6% | +5.0% |
| YTD | -8.1% | +21.9% | -30.1% | -14.0% |
| 1Y | +25.2% | +13.0% | +12.2% | +23.4% |
| All | +25.2% | +11.0% | +14.2% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 1y: compounded portfolio wealth divided by compounded DLR 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…
1y analysis · Full analysis span regression · 6 months rolling