+25.2%
CVNA vs DBX
+22.5%
+2.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.3% | +5.5% | +8.3% |
| 7D | +31.3% | -1.1% | +32.5% | +31.5% |
| 30D | +21.7% | +5.0% | +16.7% | +20.6% |
| 3M | +14.0% | +4.6% | +9.4% | +12.8% |
| 6M | +3.0% | +43.9% | -41.0% | -0.9% |
| YTD | -8.1% | +29.9% | -38.0% | -9.1% |
| 1Y | +25.2% | +24.6% | +0.6% | +24.0% |
| All | +25.2% | +22.5% | +2.6% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 1y: compounded portfolio wealth divided by compounded DBX 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…
1y analysis · Full analysis span regression · 6 months rolling