+3,015.3%
CVNA vs DVN
+81.4%
+2,933.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.7% |
| 7D | -7.3% | +4.5% | -11.8% | -8.7% |
| 30D | -4.6% | +12.0% | -16.6% | -8.4% |
| 3M | +2.0% | +13.4% | -11.4% | -3.4% |
| 6M | +11.7% | +12.1% | -0.4% | +4.5% |
| YTD | -18.1% | +38.8% | -56.9% | -29.9% |
| 1Y | -2.4% | +46.0% | -48.4% | -18.5% |
| 3Y | +580.6% | +9.5% | +571.1% | +523.2% |
| 5Y | +4.9% | +125.3% | -120.4% | -29.1% |
| All | +3,015.3% | +81.4% | +2,933.9% | +1,538.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling