+199.2%
DIA vs CVNA
+2,523.7%
-2,324.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.7% | -0.1% |
| 7D | +1.6% | -1.7% | +3.3% | +1.7% |
| 30D | +1.2% | +17.3% | -16.1% | 0.0% |
| 3M | -2.4% | -2.3% | -0.1% | -2.5% |
| 6M | +5.7% | -3.9% | +9.6% | +5.3% |
| YTD | +9.9% | -16.1% | +26.0% | +10.1% |
| 1Y | +9.8% | +7.9% | +1.9% | +8.0% |
| 3Y | +59.8% | +1,113.4% | -1,053.7% | +29.3% |
| 5Y | +57.7% | +20.3% | +37.4% | +38.9% |
| All | +199.2% | +2,523.7% | -2,324.5% | +88.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling