+695.6%
CVNA vs DFNS
-99.9%
+795.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.2% |
| 7D | +3.5% | +0.8% | +2.7% | +3.5% |
| 30D | +5.5% | -73.2% | +78.7% | +5.4% |
| 3M | +7.6% | -72.4% | +80.0% | +7.3% |
| 6M | +17.6% | -95.2% | +112.8% | +16.6% |
| YTD | -11.5% | -98.0% | +86.5% | -12.5% |
| 1Y | +0.4% | -98.3% | +98.6% | -0.7% |
| 3Y | +695.6% | -99.9% | +795.4% | +633.5% |
| All | +695.6% | -99.9% | +795.4% | +633.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling