+21.4%
CVNA vs XLP
+44.5%
-23.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.7% | +0.4% |
| 7D | -1.6% | +2.5% | -4.2% | -4.6% |
| 30D | +24.9% | +7.3% | +17.6% | +14.8% |
| 3M | -1.8% | +8.1% | -9.9% | -10.9% |
| 6M | +3.5% | +10.5% | -7.0% | -9.2% |
| YTD | -14.3% | +21.2% | -35.4% | -35.3% |
| 1Y | +13.6% | +22.7% | -9.1% | -16.3% |
| 3Y | +1,163.4% | +44.8% | +1,118.6% | +540.2% |
| All | +21.4% | +44.5% | -23.1% | -33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling