+3,015.3%
CVNA vs XHB
+180.0%
+2,835.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.2% | -3.8% |
| 7D | -7.3% | -4.6% | -2.6% | -1.0% |
| 30D | -4.6% | -9.1% | +4.5% | +9.1% |
| 3M | +2.0% | -8.6% | +10.5% | +14.6% |
| 6M | +11.7% | -4.0% | +15.8% | +16.1% |
| YTD | -18.1% | -3.9% | -14.1% | -16.6% |
| 1Y | -2.4% | -16.5% | +14.1% | +20.3% |
| 3Y | +580.6% | +22.6% | +558.0% | +349.8% |
| 5Y | +4.9% | +33.9% | -29.1% | -28.8% |
| All | +3,015.3% | +180.0% | +2,835.3% | +676.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 10y: compounded portfolio wealth divided by compounded XHB 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…
10y analysis · Full analysis span regression · 6 months rolling