+11.6%
CVNA vs DFNS
-99.9%
+111.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.6% | +2.9% | -1.8% |
| 7D | -1.0% | +4.6% | -5.7% | -1.0% |
| 30D | -1.0% | -73.9% | +72.9% | -1.1% |
| 3M | +5.5% | -71.7% | +77.2% | +5.2% |
| 6M | +11.8% | -94.6% | +106.4% | +10.9% |
| YTD | -13.0% | -98.1% | +85.1% | -14.0% |
| 1Y | -2.1% | -98.3% | +96.2% | -3.2% |
| 3Y | +681.6% | -99.9% | +781.5% | +658.7% |
| 5Y | +11.6% | -99.9% | +111.5% | +14.2% |
| All | +11.6% | -99.9% | +111.5% | +14.2% |
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