+16.3%
CVNA vs DOCS
-19.4%
+35.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.0% | -4.1% |
| 7D | -1.7% | +0.1% | -1.8% | -1.7% |
| 30D | +17.3% | +8.7% | +8.6% | +13.2% |
| 3M | -2.3% | +32.9% | -35.1% | -14.6% |
| 6M | -3.9% | +25.5% | -29.4% | -18.1% |
| YTD | -16.1% | -25.0% | +9.0% | -10.7% |
| 1Y | +7.9% | -34.9% | +42.8% | +21.6% |
| 3Y | +1,113.4% | +39.3% | +1,074.1% | +654.4% |
| 5Y | +20.3% | -54.8% | +75.1% | +7.6% |
| All | +16.3% | -19.4% | +35.7% | +9.8% |
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