+21.3%
CVNA vs DOCS
-19.3%
+40.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.5% | -1.3% | +0.1% |
| 7D | -4.8% | -4.2% | -0.6% | -2.9% |
| 30D | +24.1% | +8.6% | +15.5% | +19.8% |
| 3M | +2.6% | +27.2% | -24.6% | -8.7% |
| 6M | -3.1% | +26.5% | -29.6% | -17.7% |
| YTD | -12.5% | -25.0% | +12.5% | -6.9% |
| 1Y | +13.0% | -37.0% | +50.0% | +29.3% |
| 3Y | +1,165.3% | +39.4% | +1,125.9% | +686.4% |
| 5Y | +29.0% | -56.7% | +85.7% | +15.2% |
| All | +21.3% | -19.3% | +40.6% | +14.5% |
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