+3,015.3%
CVNA vs DTE
+101.4%
+2,913.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -0.6% |
| 7D | -7.3% | -2.6% | -4.7% | -5.5% |
| 30D | -4.6% | -4.4% | -0.2% | -1.5% |
| 3M | +2.0% | -8.3% | +10.3% | +7.8% |
| 6M | +11.7% | -8.1% | +19.8% | +17.1% |
| YTD | -18.1% | +4.4% | -22.5% | -22.9% |
| 1Y | -2.4% | +0.2% | -2.6% | -5.5% |
| 3Y | +580.6% | +42.6% | +538.0% | +387.8% |
| 5Y | +4.9% | +31.5% | -26.6% | -19.7% |
| All | +3,015.3% | +101.4% | +2,913.9% | +1,345.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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