+25.2%
CVNA vs XLP
+24.3%
+0.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.4% | +5.4% | +7.8% |
| 7D | +31.3% | +5.9% | +25.5% | +29.6% |
| 30D | +21.7% | +13.5% | +8.3% | +19.2% |
| 3M | +14.0% | +8.4% | +5.6% | +12.5% |
| 6M | +3.0% | +11.5% | -8.6% | +2.3% |
| YTD | -8.1% | +20.6% | -28.7% | -3.7% |
| 1Y | +25.2% | +24.3% | +0.9% | +31.4% |
| All | +25.2% | +24.3% | +0.9% | +31.4% |
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