+42.5%
CVNA vs DOCN
+70.4%
-27.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -15.9% | +8.8% | +1.3% |
| 7D | +5.5% | -29.3% | +34.8% | +24.9% |
| 30D | +12.8% | -46.0% | +58.9% | +51.0% |
| 3M | +3.7% | -43.2% | +46.9% | +30.0% |
| 6M | -4.9% | -53.7% | +48.8% | +23.7% |
| YTD | -14.6% | +46.9% | -61.5% | -56.2% |
| 1Y | +16.4% | +54.3% | -38.0% | -42.8% |
| 3Y | +1,016.5% | +185.5% | +830.9% | +172.4% |
| 5Y | +21.0% | -31.1% | +52.1% | -35.4% |
| All | +42.5% | +70.4% | -27.8% | -42.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling