+135.5%
CVNA vs DFNS
-99.9%
+235.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.5% | -5.8% | -4.3% |
| 7D | -4.3% | -3.3% | -0.9% | -4.3% |
| 30D | -2.4% | -73.1% | +70.7% | -2.5% |
| 3M | +4.5% | -71.4% | +75.9% | +4.2% |
| 6M | +10.2% | -93.8% | +104.1% | +9.4% |
| YTD | -16.7% | -98.0% | +81.3% | -17.7% |
| 1Y | -3.8% | -98.2% | +94.4% | -4.8% |
| 3Y | +648.3% | -99.9% | +748.2% | +619.6% |
| 5Y | +6.6% | -99.9% | +106.4% | +12.7% |
| All | +135.5% | -99.9% | +235.4% | +177.9% |
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