+450.5%
CVNA vs DT
+100.3%
+350.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.1% |
| 7D | -7.3% | -1.6% | -5.7% | -6.2% |
| 30D | -4.6% | +3.0% | -7.6% | -7.8% |
| 3M | +2.0% | +26.5% | -24.5% | -17.6% |
| 6M | +11.7% | +35.9% | -24.2% | -18.6% |
| YTD | -18.1% | +17.8% | -35.9% | -34.0% |
| 1Y | -2.4% | +4.1% | -6.4% | -13.0% |
| 3Y | +580.6% | +5.3% | +575.3% | +470.2% |
| 5Y | +4.9% | -27.2% | +32.0% | +19.0% |
| All | +450.5% | +100.3% | +350.3% | +211.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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