+390.4%
DDOG vs CVNA
+367.7%
+22.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.3% | -0.6% |
| 7D | +2.9% | -1.6% | +4.5% | +3.1% |
| 30D | -31.6% | +24.9% | -56.5% | -35.3% |
| 3M | -27.0% | -1.8% | -25.2% | -27.9% |
| 6M | -10.3% | +3.5% | -13.8% | -13.0% |
| YTD | +35.4% | -14.3% | +49.7% | +34.8% |
| 1Y | -1.0% | +13.6% | -14.6% | -7.2% |
| 3Y | +76.7% | +1,163.4% | -1,086.8% | -9.3% |
| 5Y | -4.6% | +22.9% | -27.5% | -41.4% |
| All | +390.4% | +367.7% | +22.7% | +105.2% |
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