+6.6%
CVNA vs DBX
+8.4%
-1.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.3% | -5.6% | -5.6% |
| 7D | -4.3% | -1.8% | -2.5% | -2.9% |
| 30D | -2.4% | +2.8% | -5.2% | -6.3% |
| 3M | +4.5% | +26.8% | -22.3% | -19.5% |
| 6M | +10.2% | +32.8% | -22.5% | -24.3% |
| YTD | -16.7% | +26.1% | -42.8% | -39.4% |
| 1Y | -3.8% | +14.1% | -17.9% | -23.3% |
| 3Y | +648.3% | +25.7% | +622.6% | +363.1% |
| 5Y | +6.6% | +11.2% | -4.6% | -40.0% |
| All | +6.6% | +8.4% | -1.9% | -40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling