+3,159.9%
CVNA vs XLB
+136.4%
+3,023.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.5% |
| 7D | -1.6% | +0.5% | -2.2% | -2.4% |
| 30D | +24.9% | +5.2% | +19.7% | +16.3% |
| 3M | -1.8% | +0.3% | -2.1% | -1.7% |
| 6M | +3.5% | +1.2% | +2.4% | +1.6% |
| YTD | -14.3% | +16.6% | -30.9% | -33.7% |
| 1Y | +13.6% | +21.4% | -7.8% | -18.2% |
| 3Y | +1,163.4% | +43.2% | +1,120.2% | +621.4% |
| 5Y | +22.9% | +28.0% | -5.1% | -6.6% |
| All | +3,159.9% | +136.4% | +3,023.5% | +860.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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