+490.5%
DDOG vs CVNA
+354.2%
+136.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.3% | +2.7% | -0.7% |
| 7D | +3.2% | -4.3% | +7.5% | +4.1% |
| 30D | -10.2% | -2.4% | -7.8% | -10.1% |
| 3M | -2.6% | +4.5% | -7.1% | -4.3% |
| 6M | +80.1% | +10.2% | +69.9% | +73.7% |
| YTD | +63.0% | -16.7% | +79.8% | +65.1% |
| 1Y | +59.4% | -3.8% | +63.1% | +54.8% |
| 3Y | +127.0% | +648.3% | -521.3% | +30.2% |
| 5Y | +61.7% | +6.6% | +55.1% | +3.6% |
| All | +490.5% | +354.2% | +136.2% | +151.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CVNA.
Daily Out/Under-Performance
Portfolio return minus CVNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVNA 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 CVNA 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