+3,265.8%
CVNA vs XHB
+186.6%
+3,079.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +3.6% |
| 7D | +3.5% | +0.2% | +3.3% | +3.1% |
| 30D | +5.5% | -9.1% | +14.5% | +20.0% |
| 3M | +7.6% | -2.3% | +9.9% | +9.6% |
| 6M | +17.6% | -4.1% | +21.7% | +22.5% |
| YTD | -11.5% | -1.7% | -9.8% | -12.8% |
| 1Y | +0.4% | -15.1% | +15.5% | +20.5% |
| 3Y | +695.6% | +26.8% | +668.7% | +401.0% |
| 5Y | +13.6% | +37.3% | -23.8% | -25.5% |
| All | +3,265.8% | +186.6% | +3,079.2% | +712.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling