+3,206.8%
CVNA vs DVA
+166.2%
+3,040.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -2.3% |
| 7D | -1.0% | +2.0% | -3.0% | -1.7% |
| 30D | -1.0% | -0.4% | -0.6% | -0.9% |
| 3M | +5.5% | -7.7% | +13.1% | +6.9% |
| 6M | +11.8% | +20.0% | -8.1% | +2.2% |
| YTD | -13.0% | +61.1% | -74.1% | -30.3% |
| 1Y | -2.1% | +33.9% | -36.0% | -15.7% |
| 3Y | +681.6% | +91.5% | +590.1% | +458.6% |
| 5Y | +11.6% | +41.8% | -30.1% | -13.4% |
| All | +3,206.8% | +166.2% | +3,040.5% | +1,738.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling