-2.4%
CVNA vs DLR
+11.7%
-14.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -1.9% |
| 7D | -7.3% | +0.1% | -7.4% | -7.3% |
| 30D | -4.6% | -4.3% | -0.3% | -3.7% |
| 3M | +2.0% | +3.8% | -1.9% | +0.6% |
| 6M | +11.7% | +5.8% | +5.9% | +9.5% |
| YTD | -18.1% | +23.5% | -41.6% | -23.5% |
| 1Y | -2.4% | +11.1% | -13.5% | -3.9% |
| All | -2.4% | +11.7% | -14.1% | -3.9% |
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 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