+3,259.9%
CVNA vs XLB
+136.2%
+3,123.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +2.1% |
| 7D | +0.7% | -1.4% | +2.1% | +3.0% |
| 30D | +7.4% | -0.4% | +7.7% | +8.1% |
| 3M | +12.7% | +2.0% | +10.7% | +8.7% |
| 6M | +17.9% | +1.8% | +16.1% | +13.8% |
| YTD | -11.6% | +16.6% | -28.2% | -32.0% |
| 1Y | +0.8% | +16.9% | -16.2% | -23.2% |
| 3Y | +633.4% | +32.6% | +600.9% | +376.7% |
| 5Y | +13.5% | +35.6% | -22.2% | -21.0% |
| All | +3,259.9% | +136.2% | +3,123.7% | +885.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling