+40.1%
CVNA vs DOCN
+117.0%
-77.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.4% | -7.5% | -5.9% |
| 7D | -1.7% | +27.4% | -29.1% | -14.0% |
| 30D | +17.3% | -29.7% | +47.1% | +36.2% |
| 3M | -2.3% | -32.5% | +30.2% | +11.9% |
| 6M | -3.9% | -42.2% | +38.3% | +11.7% |
| YTD | -16.1% | +87.2% | -103.2% | -62.3% |
| 1Y | +7.9% | +86.2% | -78.3% | -51.6% |
| 3Y | +1,113.4% | +257.4% | +856.0% | +165.0% |
| 5Y | +20.3% | -27.4% | +47.7% | -41.4% |
| All | +40.1% | +117.0% | -77.0% | -50.6% |
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