+0.8%
CVNA vs XLP
+7.6%
-6.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.6% |
| 7D | +0.7% | -1.0% | +1.8% | +0.8% |
| 30D | +7.4% | -0.9% | +8.2% | +7.5% |
| 3M | +12.7% | +3.8% | +8.9% | +14.1% |
| 6M | +17.9% | -1.7% | +19.7% | +15.8% |
| YTD | -11.6% | +10.3% | -21.9% | -7.5% |
| 1Y | +0.8% | +7.8% | -7.0% | +3.4% |
| All | +0.8% | +7.6% | -6.9% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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