+3,265.8%
CVNA vs XYZ
+337.2%
+2,928.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | +2.6% |
| 7D | +3.5% | +2.9% | +0.7% | +1.1% |
| 30D | +5.5% | +1.4% | +4.1% | +3.9% |
| 3M | +7.6% | +14.6% | -7.0% | -3.6% |
| 6M | +17.6% | +20.8% | -3.2% | +0.5% |
| YTD | -11.5% | +23.1% | -34.5% | -28.1% |
| 1Y | +0.4% | +5.6% | -5.3% | -9.3% |
| 3Y | +695.6% | +50.9% | +644.7% | +408.6% |
| 5Y | +13.6% | -68.6% | +82.1% | +120.9% |
| All | +3,265.8% | +337.2% | +2,928.5% | +1,048.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling