+45.5%
CVNA vs DOCN
+74.7%
-29.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.5% | -0.5% | +0.7% |
| 7D | +7.7% | -19.2% | +26.9% | +19.3% |
| 30D | +17.2% | -43.1% | +60.3% | +52.4% |
| 3M | +7.7% | -40.7% | +48.4% | +31.8% |
| 6M | -5.5% | -55.0% | +49.4% | +25.3% |
| YTD | -12.8% | +50.6% | -63.5% | -55.9% |
| 1Y | +26.8% | +54.0% | -27.2% | -37.2% |
| 3Y | +1,007.0% | +203.9% | +803.1% | +158.9% |
| 5Y | +23.5% | -29.4% | +52.8% | -34.9% |
| All | +45.5% | +74.7% | -29.2% | -42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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