+3,215.7%
DELL vs CVNA
+2,461.5%
+754.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -1.6% | +13.6% | +12.1% |
| 7D | +8.2% | -7.3% | +15.5% | +9.1% |
| 30D | +17.1% | -4.6% | +21.7% | +17.5% |
| 3M | +45.2% | +2.0% | +43.2% | +44.2% |
| 6M | +286.8% | +11.7% | +275.0% | +280.2% |
| YTD | +354.8% | -18.1% | +372.8% | +358.8% |
| 1Y | +358.3% | -2.4% | +360.6% | +351.8% |
| 3Y | +724.9% | +580.6% | +144.3% | +559.3% |
| 5Y | +1,193.7% | +4.9% | +1,188.8% | +1,002.5% |
| All | +3,215.7% | +2,461.5% | +754.3% | +1,795.9% |
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