+1,007.0%
CVNA vs XLP
+42.1%
+964.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.3% | +3.3% | +2.8% |
| 7D | +7.7% | +0.7% | +7.0% | +7.4% |
| 30D | +17.2% | +10.3% | +7.0% | +11.3% |
| 3M | +7.7% | +6.5% | +1.1% | +4.2% |
| 6M | -5.5% | +8.4% | -13.9% | -9.3% |
| YTD | -12.8% | +18.2% | -31.0% | -21.8% |
| 1Y | +26.8% | +22.4% | +4.4% | +10.2% |
| 3Y | +1,007.0% | +41.9% | +965.1% | +551.1% |
| All | +1,007.0% | +42.1% | +964.9% | +551.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling