+3,206.8%
CVNA vs XYL
+134.0%
+3,072.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -0.5% |
| 7D | -1.0% | +0.8% | -1.9% | -2.2% |
| 30D | -1.0% | -10.8% | +9.8% | +12.8% |
| 3M | +5.5% | -2.5% | +8.0% | +8.0% |
| 6M | +11.8% | -12.2% | +24.0% | +28.4% |
| YTD | -13.0% | -20.1% | +7.1% | +11.0% |
| 1Y | -2.1% | -20.6% | +18.5% | +25.2% |
| 3Y | +681.6% | +17.3% | +664.3% | +553.7% |
| 5Y | +11.6% | -14.5% | +26.1% | +37.9% |
| All | +3,206.8% | +134.0% | +3,072.8% | +1,089.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling