+3,393.7%
CVNA vs DOC
+7.0%
+3,386.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.1% | +5.7% | +6.3% |
| 7D | +31.3% | +8.7% | +22.6% | +23.4% |
| 30D | +21.7% | +7.6% | +14.1% | +14.9% |
| 3M | +14.0% | -5.3% | +19.3% | +19.0% |
| 6M | +3.0% | +27.6% | -24.6% | -17.2% |
| YTD | -8.1% | +32.4% | -40.5% | -28.9% |
| 1Y | +25.2% | +22.9% | +2.3% | +2.6% |
| 3Y | +1,101.4% | +43.1% | +1,058.3% | +743.8% |
| 5Y | +29.0% | -21.4% | +50.4% | +54.3% |
| All | +3,393.7% | +7.0% | +3,386.7% | +3,449.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling