+29.0%
CVNA vs DFNS
-100.0%
+129.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +12.7% | -11.6% | +1.2% |
| 7D | -4.8% | -13.0% | +8.2% | -4.8% |
| 30D | +24.1% | -56.9% | +81.0% | +24.1% |
| 3M | +2.6% | -93.2% | +95.8% | +2.5% |
| 6M | -3.1% | -95.4% | +92.3% | -3.5% |
| YTD | -12.5% | -99.5% | +87.0% | -13.5% |
| 1Y | +13.0% | -99.6% | +112.6% | +11.5% |
| 3Y | +1,165.3% | -100.0% | +1,265.3% | +1,136.3% |
| 5Y | +29.0% | -100.0% | +129.0% | +35.7% |
| All | +29.0% | -100.0% | +129.0% | +35.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling