+3,065.8%
CVNA vs DLR
+124.9%
+2,940.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.0% | -2.3% | -2.5% |
| 7D | -4.3% | -1.3% | -3.0% | -3.1% |
| 30D | -2.4% | -2.9% | +0.5% | 0.0% |
| 3M | +4.5% | +3.2% | +1.3% | -1.2% |
| 6M | +10.2% | +3.9% | +6.4% | +3.6% |
| YTD | -16.7% | +21.4% | -38.2% | -33.1% |
| 1Y | -3.8% | +9.7% | -13.4% | -15.9% |
| 3Y | +648.3% | +56.5% | +591.8% | +360.7% |
| 5Y | +6.6% | +41.5% | -34.9% | -26.6% |
| All | +3,065.8% | +124.9% | +2,940.9% | +1,408.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling