+184.1%
XLE vs CVNA
+2,618.9%
-2,434.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +0.9% |
| 7D | +0.3% | -1.0% | +1.3% | +0.4% |
| 30D | +8.5% | -1.0% | +9.5% | +8.5% |
| 3M | +14.6% | +5.5% | +9.2% | +13.9% |
| 6M | +17.6% | +11.8% | +5.7% | +16.0% |
| YTD | +48.1% | -13.0% | +61.1% | +47.9% |
| 1Y | +53.8% | -2.1% | +55.9% | +51.9% |
| 3Y | +56.2% | +681.6% | -625.4% | +32.2% |
| 5Y | +227.7% | +11.6% | +216.1% | +204.8% |
| All | +184.1% | +2,618.9% | -2,434.8% | +80.9% |
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