+20.8%
CVNA vs DOCS
-21.0%
+41.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.0% | +4.1% | +2.9% |
| 7D | +7.7% | -0.8% | +8.5% | +8.3% |
| 30D | +17.2% | +17.4% | -0.2% | +9.2% |
| 3M | +7.7% | +57.4% | -49.7% | -15.2% |
| 6M | -5.5% | +26.5% | -32.1% | -19.9% |
| YTD | -12.8% | -26.6% | +13.7% | -6.4% |
| 1Y | +26.8% | -48.1% | +74.8% | +57.5% |
| 3Y | +1,007.0% | +52.6% | +954.4% | +539.7% |
| 5Y | +23.5% | -52.1% | +75.6% | +11.8% |
| All | +20.8% | -21.0% | +41.8% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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