+13.6%
CVNA vs DT
-2.7%
+16.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.2% |
| 7D | -1.6% | +3.1% | -4.8% | -2.0% |
| 30D | +24.9% | -29.5% | +54.4% | +30.0% |
| 3M | -1.8% | -11.7% | +9.9% | -1.8% |
| 6M | +3.5% | +29.0% | -25.5% | -4.3% |
| YTD | -14.3% | +3.4% | -17.6% | -14.7% |
| 1Y | +13.6% | -4.2% | +17.8% | +17.4% |
| All | +13.6% | -2.7% | +16.3% | +17.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling