+3,265.8%
CVNA vs XLP
+95.9%
+3,169.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.8% | +1.0% |
| 7D | +3.5% | -1.4% | +5.0% | +5.4% |
| 30D | +5.5% | -1.3% | +6.8% | +7.1% |
| 3M | +7.6% | +1.8% | +5.7% | +4.4% |
| 6M | +17.6% | -0.8% | +18.4% | +17.8% |
| YTD | -11.5% | +9.5% | -21.0% | -23.3% |
| 1Y | +0.4% | +7.2% | -6.8% | -11.2% |
| 3Y | +695.6% | +27.1% | +668.4% | +441.8% |
| 5Y | +13.6% | +32.0% | -18.5% | -23.6% |
| All | +3,265.8% | +95.9% | +3,169.8% | +1,157.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling