-3.8%
CVNA vs XLC
-2.1%
-1.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.6% | -4.9% | -5.3% |
| 7D | -4.3% | -1.7% | -2.6% | -1.7% |
| 30D | -2.4% | +0.2% | -2.6% | -2.7% |
| 3M | +4.5% | +0.7% | +3.8% | +4.2% |
| 6M | +10.2% | -4.5% | +14.7% | +20.7% |
| YTD | -16.7% | -4.7% | -12.0% | -8.3% |
| 1Y | -3.8% | -1.5% | -2.3% | +2.3% |
| All | -3.8% | -2.1% | -1.7% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 1y: compounded portfolio wealth divided by compounded XLC 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…
1y analysis · Full analysis span regression · 6 months rolling