+3,259.9%
CVNA vs XLP
+97.2%
+3,162.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +2.6% |
| 7D | +0.7% | -1.0% | +1.8% | +2.0% |
| 30D | +7.4% | -0.9% | +8.2% | +8.5% |
| 3M | +12.7% | +3.8% | +8.9% | +6.7% |
| 6M | +17.9% | -1.7% | +19.7% | +19.4% |
| YTD | -11.6% | +10.3% | -21.9% | -24.1% |
| 1Y | +0.8% | +7.8% | -7.0% | -11.5% |
| 3Y | +633.4% | +27.2% | +606.2% | +399.7% |
| 5Y | +13.5% | +32.5% | -19.1% | -24.0% |
| All | +3,259.9% | +97.2% | +3,162.7% | +1,144.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling