+3,015.3%
CVNA vs XYL
+132.5%
+2,882.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -2.0% |
| 7D | -7.3% | +1.2% | -8.5% | -8.6% |
| 30D | -4.6% | -11.9% | +7.4% | +10.5% |
| 3M | +2.0% | -1.5% | +3.5% | +3.2% |
| 6M | +11.7% | -11.9% | +23.6% | +27.8% |
| YTD | -18.1% | -20.6% | +2.5% | +5.4% |
| 1Y | -2.4% | -23.5% | +21.1% | +30.8% |
| 3Y | +580.6% | +14.9% | +565.7% | +483.0% |
| 5Y | +4.9% | -15.3% | +20.2% | +30.9% |
| All | +3,015.3% | +132.5% | +2,882.8% | +1,029.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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