+3,015.3%
CVNA vs DLTR
+42.4%
+2,972.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.4% |
| 7D | -7.3% | -10.1% | +2.8% | -3.2% |
| 30D | -4.6% | -8.1% | +3.5% | -1.5% |
| 3M | +2.0% | +2.9% | -0.9% | +0.2% |
| 6M | +11.7% | +4.3% | +7.4% | +7.9% |
| YTD | -18.1% | -3.9% | -14.1% | -18.7% |
| 1Y | -2.4% | +18.9% | -21.3% | -12.3% |
| 3Y | +580.6% | +1.9% | +578.7% | +517.7% |
| 5Y | +4.9% | +31.0% | -26.1% | -11.2% |
| All | +3,015.3% | +42.4% | +2,972.9% | +2,935.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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