+205.1%
DIA vs CVNA
+2,662.6%
-2,457.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.6% |
| 7D | -0.2% | +0.7% | -0.9% | -0.2% |
| 30D | -1.5% | +7.4% | -8.9% | -2.1% |
| 3M | +3.8% | +12.7% | -8.9% | +2.6% |
| 6M | +10.3% | +17.9% | -7.7% | +8.4% |
| YTD | +12.1% | -11.6% | +23.7% | +12.1% |
| 1Y | +18.6% | +0.8% | +17.9% | +17.2% |
| 3Y | +60.6% | +633.4% | -572.8% | +34.1% |
| 5Y | +64.4% | +13.5% | +50.9% | +46.3% |
| All | +205.1% | +2,662.6% | -2,457.5% | +91.5% |
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 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