+1,682.4%
CVNA vs DBX
+16.6%
+1,665.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +2.4% |
| 7D | +3.5% | -1.3% | +4.8% | +4.3% |
| 30D | +5.5% | -2.9% | +8.3% | +7.0% |
| 3M | +7.6% | +23.8% | -16.3% | -9.7% |
| 6M | +17.6% | +26.2% | -8.6% | -6.7% |
| YTD | -11.5% | +21.6% | -33.1% | -27.7% |
| 1Y | +0.4% | +11.4% | -11.1% | -13.3% |
| 3Y | +695.6% | +21.3% | +674.3% | +523.6% |
| 5Y | +13.6% | +6.7% | +6.9% | +0.3% |
| All | +1,682.4% | +16.6% | +1,665.9% | +1,240.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling