+3,015.3%
CVNA vs XYZ
+332.4%
+2,682.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | -7.3% | -4.3% | -3.0% | -4.2% |
| 30D | -4.6% | +1.2% | -5.8% | -5.8% |
| 3M | +2.0% | +14.6% | -12.7% | -8.6% |
| 6M | +11.7% | +22.6% | -10.8% | -5.5% |
| YTD | -18.1% | +21.7% | -39.8% | -32.8% |
| 1Y | -2.4% | +6.7% | -9.1% | -12.5% |
| 3Y | +580.6% | +46.8% | +533.7% | +344.0% |
| 5Y | +4.9% | -68.0% | +72.9% | +102.1% |
| All | +3,015.3% | +332.4% | +2,682.9% | +972.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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