+591.6%
CVNA vs XYL
+15.2%
+576.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.0% | -3.3% | -3.1% |
| 7D | -4.3% | -1.2% | -3.0% | -3.0% |
| 30D | -2.4% | -13.2% | +10.8% | +15.1% |
| 3M | +4.5% | -0.2% | +4.7% | +3.8% |
| 6M | +10.2% | -12.5% | +22.7% | +27.3% |
| YTD | -16.7% | -20.9% | +4.2% | +8.2% |
| 1Y | -3.8% | -21.6% | +17.8% | +25.4% |
| All | +591.6% | +15.2% | +576.4% | +449.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling