+142.5%
CVNA vs DFNS
-100.0%
+242.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -5.5% | +7.7% | +2.2% |
| 7D | -1.6% | -6.0% | +4.3% | -1.6% |
| 30D | +24.9% | -71.2% | +96.1% | +24.8% |
| 3M | -1.8% | -94.5% | +92.7% | -1.9% |
| 6M | +3.5% | -96.5% | +100.1% | +3.1% |
| YTD | -14.3% | -99.6% | +85.4% | -15.3% |
| 1Y | +13.6% | -99.7% | +113.3% | +12.2% |
| 3Y | +1,163.4% | -100.0% | +1,263.4% | +1,115.7% |
| 5Y | +22.9% | -100.0% | +122.9% | +29.4% |
| All | +142.5% | -100.0% | +242.5% | +185.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling