+3,259.9%
CVNA vs XME
+342.9%
+2,917.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.4% |
| 7D | +0.7% | -0.1% | +0.8% | +0.8% |
| 30D | +7.4% | +6.0% | +1.4% | +1.9% |
| 3M | +12.7% | -7.7% | +20.4% | +18.4% |
| 6M | +17.9% | +1.0% | +17.0% | +13.0% |
| YTD | -11.6% | +14.6% | -26.3% | -25.4% |
| 1Y | +0.8% | +46.0% | -45.2% | -33.1% |
| 3Y | +633.4% | +127.0% | +506.4% | +229.4% |
| 5Y | +13.5% | +175.8% | -162.3% | -55.3% |
| All | +3,259.9% | +342.9% | +2,917.0% | +589.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling