+3,335.1%
CVNA vs DOC
+9.4%
+3,325.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.8% | +1.9% | +2.2% |
| 7D | +5.9% | +5.9% | +0.1% | +1.4% |
| 30D | +19.7% | +10.3% | +9.4% | +10.8% |
| 3M | +7.6% | -2.2% | +9.8% | +9.6% |
| 6M | -2.2% | +8.2% | -10.4% | -8.5% |
| YTD | -9.6% | +35.4% | -45.0% | -31.2% |
| 1Y | +25.4% | +23.6% | +1.8% | +2.3% |
| 3Y | +1,152.6% | +57.3% | +1,095.4% | +711.9% |
| 5Y | +28.9% | -19.6% | +48.5% | +51.5% |
| All | +3,335.1% | +9.4% | +3,325.8% | +3,330.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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