+3,015.3%
CVNA vs XME
+324.3%
+2,691.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -0.7% |
| 7D | -7.3% | -4.2% | -3.1% | -3.7% |
| 30D | -4.6% | -2.7% | -1.9% | -2.5% |
| 3M | +2.0% | -3.9% | +5.9% | +4.1% |
| 6M | +11.7% | -1.0% | +12.7% | +9.2% |
| YTD | -18.1% | +9.8% | -27.9% | -28.2% |
| 1Y | -2.4% | +32.5% | -34.9% | -29.1% |
| 3Y | +580.6% | +124.3% | +456.2% | +208.6% |
| 5Y | +4.9% | +165.8% | -160.9% | -57.3% |
| All | +3,015.3% | +324.3% | +2,691.0% | +563.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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