+580.6%
CVNA vs DVA
+89.6%
+490.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | -7.3% | -1.3% | -6.0% | -7.1% |
| 30D | -4.6% | 0.0% | -4.6% | -4.6% |
| 3M | +2.0% | -10.9% | +12.9% | +3.1% |
| 6M | +11.7% | +17.3% | -5.5% | +6.5% |
| YTD | -18.1% | +59.8% | -77.9% | -28.7% |
| 1Y | -2.4% | +36.3% | -38.6% | -10.6% |
| 3Y | +580.6% | +88.6% | +492.0% | +389.5% |
| All | +580.6% | +89.6% | +490.9% | +389.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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