+3,265.8%
CVNA vs DOV
+250.5%
+3,015.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -1.0% |
| 7D | +3.5% | +2.5% | +1.0% | +0.5% |
| 30D | +5.5% | -7.5% | +13.0% | +15.3% |
| 3M | +7.6% | -9.7% | +17.3% | +19.4% |
| 6M | +17.6% | -6.1% | +23.7% | +23.7% |
| YTD | -11.5% | +0.5% | -12.0% | -15.4% |
| 1Y | +0.4% | +10.5% | -10.2% | -15.9% |
| 3Y | +695.6% | +41.7% | +653.9% | +403.5% |
| 5Y | +13.6% | +18.4% | -4.9% | -3.9% |
| All | +3,265.8% | +250.5% | +3,015.2% | +1,313.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOV.
Daily Out/Under-Performance
Portfolio return minus DOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOV 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded DOV 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling