+3,206.8%
CVNA vs DLTR
+42.7%
+3,164.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.6% | +2.8% | +0.2% |
| 7D | -1.0% | -10.2% | +9.2% | +3.4% |
| 30D | -1.0% | -8.5% | +7.5% | +2.4% |
| 3M | +5.5% | +5.6% | -0.1% | +2.5% |
| 6M | +11.8% | +2.2% | +9.6% | +8.9% |
| YTD | -13.0% | -3.8% | -9.3% | -13.7% |
| 1Y | -2.1% | +22.9% | -25.1% | -13.4% |
| 3Y | +681.6% | +2.0% | +679.6% | +609.1% |
| 5Y | +11.6% | +29.8% | -18.2% | -5.1% |
| All | +3,206.8% | +42.7% | +3,164.1% | +3,119.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling