+13.6%
CVNA vs DXCM
-38.1%
+51.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.8% | +4.0% | +2.0% |
| 7D | +3.5% | -6.2% | +9.7% | +6.7% |
| 30D | +5.5% | -0.3% | +5.7% | +5.3% |
| 3M | +7.6% | +10.3% | -2.7% | +1.2% |
| 6M | +17.6% | +24.1% | -6.5% | +3.4% |
| YTD | -11.5% | +27.4% | -38.8% | -23.2% |
| 1Y | +0.4% | +8.4% | -8.0% | -7.2% |
| 3Y | +695.6% | -19.0% | +714.6% | +611.1% |
| 5Y | +13.6% | -38.6% | +52.2% | +6.7% |
| All | +13.6% | -38.1% | +51.6% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM 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 5y: compounded portfolio wealth divided by compounded DXCM 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…
5y analysis · Full analysis span regression · 6 months rolling