+496.5%
CVNA vs DOW
-17.0%
+513.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -0.5% |
| 7D | -7.3% | -1.4% | -5.9% | -6.6% |
| 30D | -4.6% | -3.9% | -0.6% | -2.8% |
| 3M | +2.0% | -12.7% | +14.7% | +7.9% |
| 6M | +11.7% | -13.7% | +25.4% | +13.7% |
| YTD | -18.1% | +28.4% | -46.4% | -37.1% |
| 1Y | -2.4% | +21.8% | -24.1% | -23.5% |
| 3Y | +580.6% | -35.7% | +616.3% | +705.8% |
| 5Y | +4.9% | -36.8% | +41.7% | +28.1% |
| All | +496.5% | -17.0% | +513.5% | +371.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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