+3,265.8%
CVNA vs XRT
+127.1%
+3,138.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.3% | +3.7% |
| 7D | +3.5% | -0.3% | +3.8% | +3.9% |
| 30D | +5.5% | -5.6% | +11.1% | +15.8% |
| 3M | +7.6% | +2.5% | +5.0% | +3.2% |
| 6M | +17.6% | +3.7% | +13.9% | +11.2% |
| YTD | -11.5% | +1.0% | -12.4% | -12.7% |
| 1Y | +0.4% | -1.2% | +1.6% | +2.5% |
| 3Y | +695.6% | +43.4% | +652.2% | +369.6% |
| 5Y | +13.6% | -0.7% | +14.3% | +52.4% |
| All | +3,265.8% | +127.1% | +3,138.7% | +1,316.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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