+6.1%
CVNA vs DVN
+120.4%
-114.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.7% |
| 7D | -7.3% | +4.5% | -11.8% | -8.6% |
| 30D | -4.6% | +12.0% | -16.6% | -8.1% |
| 3M | +2.0% | +13.4% | -11.4% | -2.9% |
| 6M | +11.7% | +12.1% | -0.4% | +4.8% |
| YTD | -18.1% | +38.8% | -56.9% | -30.0% |
| 1Y | -2.4% | +46.0% | -48.4% | -19.0% |
| 3Y | +580.6% | +9.5% | +571.1% | +512.2% |
| All | +6.1% | +120.4% | -114.3% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DVN.
Daily Out/Under-Performance
Portfolio return minus DVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVN 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 DVN 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