+172.2%
XLE vs CVNA
+2,604.4%
-2,432.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.2% | +4.7% | +0.7% |
| 7D | -6.7% | +2.4% | -9.1% | -6.9% |
| 30D | -4.4% | +14.6% | -19.0% | -5.3% |
| 3M | +4.0% | -1.5% | +5.5% | +3.7% |
| 6M | +13.2% | -6.3% | +19.5% | +12.8% |
| YTD | +41.9% | -13.5% | +55.4% | +41.5% |
| 1Y | +41.6% | +13.3% | +28.3% | +38.7% |
| 3Y | +64.0% | +1,150.8% | -1,086.8% | +35.1% |
| 5Y | +158.1% | +27.1% | +131.0% | +135.6% |
| All | +172.2% | +2,604.4% | -2,432.3% | +73.0% |
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