-3.8%
CVNA vs DFNS
-98.2%
+94.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.5% | -5.8% | -4.3% |
| 7D | -4.3% | -3.3% | -0.9% | -4.2% |
| 30D | -2.4% | -73.1% | +70.7% | +0.5% |
| 3M | +4.5% | -71.4% | +75.9% | +1.3% |
| 6M | +10.2% | -93.8% | +104.1% | +16.3% |
| YTD | -16.7% | -98.0% | +81.3% | -7.5% |
| 1Y | -3.8% | -98.2% | +94.4% | +0.6% |
| All | -3.8% | -98.2% | +94.5% | +0.6% |
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