+150.0%
CVNA vs DFNS
-99.9%
+249.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.6% |
| 7D | +0.7% | -16.0% | +16.7% | +0.7% |
| 30D | +7.4% | -77.7% | +85.1% | +7.3% |
| 3M | +12.7% | -77.2% | +89.9% | +12.3% |
| 6M | +17.9% | -95.2% | +113.1% | +16.9% |
| YTD | -11.6% | -98.0% | +86.3% | -12.6% |
| 1Y | +0.8% | -98.3% | +99.0% | -0.3% |
| 3Y | +633.4% | -99.9% | +733.3% | +606.0% |
| 5Y | +13.5% | -99.9% | +113.3% | +20.4% |
| All | +150.0% | -99.9% | +249.8% | +194.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling