+197.5%
DIA vs CVNA
+2,503.0%
-2,305.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.3% | +3.6% | -0.3% |
| 7D | -3.0% | -4.3% | +1.3% | -2.7% |
| 30D | -3.0% | -2.4% | -0.6% | -2.9% |
| 3M | +4.5% | +4.5% | 0.0% | +3.8% |
| 6M | +9.8% | +10.2% | -0.5% | +8.5% |
| YTD | +9.3% | -16.7% | +26.0% | +9.8% |
| 1Y | +16.0% | -3.8% | +19.7% | +14.9% |
| 3Y | +57.7% | +648.3% | -590.6% | +31.6% |
| 5Y | +63.8% | +6.6% | +57.2% | +46.4% |
| All | +197.5% | +2,503.0% | -2,305.5% | +87.5% |
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