+121.6%
XBI vs CVNA
+2,461.5%
-2,339.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.2% |
| 7D | -4.6% | -7.3% | +2.6% | -3.7% |
| 30D | -2.0% | -4.6% | +2.6% | -1.5% |
| 3M | +17.8% | +2.0% | +15.8% | +16.7% |
| 6M | +23.7% | +11.7% | +12.0% | +20.8% |
| YTD | +28.2% | -18.1% | +46.3% | +29.7% |
| 1Y | +64.0% | -2.4% | +66.3% | +60.8% |
| 3Y | +99.4% | +580.6% | -481.2% | +41.4% |
| 5Y | +19.3% | +4.9% | +14.5% | -10.3% |
| All | +121.6% | +2,461.5% | -2,339.9% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CVNA.
Daily Out/Under-Performance
Portfolio return minus CVNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVNA 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 CVNA 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