+6.1%
CVNA vs XYL
-16.2%
+22.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -2.2% |
| 7D | -7.3% | +1.2% | -8.5% | -9.0% |
| 30D | -4.6% | -11.9% | +7.4% | +14.7% |
| 3M | +2.0% | -1.5% | +3.5% | +3.0% |
| 6M | +11.7% | -11.9% | +23.6% | +31.3% |
| YTD | -18.1% | -20.6% | +2.5% | +11.5% |
| 1Y | -2.4% | -23.5% | +21.1% | +40.0% |
| 3Y | +580.6% | +14.9% | +565.7% | +390.3% |
| All | +6.1% | -16.2% | +22.3% | -9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling