+1,163.4%
CVNA vs XLP
+45.4%
+1,118.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.7% | +1.3% |
| 7D | -1.6% | +2.5% | -4.2% | -3.0% |
| 30D | +24.9% | +7.3% | +17.6% | +20.3% |
| 3M | -1.8% | +8.1% | -9.9% | -5.7% |
| 6M | +3.5% | +10.5% | -7.0% | -1.7% |
| YTD | -14.3% | +21.2% | -35.4% | -24.1% |
| 1Y | +13.6% | +22.7% | -9.1% | -0.7% |
| 3Y | +1,163.4% | +44.8% | +1,118.6% | +676.8% |
| All | +1,163.4% | +45.4% | +1,118.1% | +676.8% |
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