+1,163.4%
CVNA vs DT
-11.4%
+1,174.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.2% |
| 7D | -1.6% | +3.1% | -4.8% | -2.7% |
| 30D | +24.9% | -29.5% | +54.4% | +40.8% |
| 3M | -1.8% | -11.7% | +9.9% | +0.2% |
| 6M | +3.5% | +29.0% | -25.5% | -12.4% |
| YTD | -14.3% | +3.4% | -17.6% | -19.7% |
| 1Y | +13.6% | -4.2% | +17.8% | +11.2% |
| 3Y | +1,163.4% | -12.8% | +1,176.3% | +1,081.8% |
| All | +1,163.4% | -11.4% | +1,174.8% | +1,081.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling