+3,015.3%
CVNA vs XLB
+129.5%
+2,885.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -2.2% |
| 7D | -7.3% | -2.8% | -4.4% | -3.0% |
| 30D | -4.6% | -3.1% | -1.5% | +0.4% |
| 3M | +2.0% | -0.2% | +2.1% | +2.0% |
| 6M | +11.7% | +3.1% | +8.7% | +6.0% |
| YTD | -18.1% | +13.3% | -31.3% | -34.0% |
| 1Y | -2.4% | +12.0% | -14.4% | -20.1% |
| 3Y | +580.6% | +31.4% | +549.2% | +348.0% |
| 5Y | +4.9% | +33.9% | -29.0% | -25.2% |
| All | +3,015.3% | +129.5% | +2,885.8% | +856.6% |
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