+25.2%
CVNA vs DFNS
-99.6%
+124.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -18.3% | +27.1% | +9.3% |
| 7D | +31.3% | -27.7% | +59.0% | +32.3% |
| 30D | +21.7% | -58.0% | +79.7% | +24.2% |
| 3M | +14.0% | -94.0% | +108.0% | +21.6% |
| 6M | +3.0% | -94.6% | +97.6% | +9.0% |
| YTD | -8.1% | -99.4% | +91.3% | +11.0% |
| 1Y | +25.2% | -99.6% | +124.8% | +59.1% |
| All | +25.2% | -99.6% | +124.8% | +59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 DFNS 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