+184.2%
XLE vs CVNA
+2,580.4%
-2,396.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.9% |
| 7D | +5.4% | -1.6% | +7.1% | +5.5% |
| 30D | -3.9% | +24.9% | -28.8% | -5.3% |
| 3M | +7.0% | -1.8% | +8.8% | +6.8% |
| 6M | +14.2% | +3.5% | +10.7% | +13.2% |
| YTD | +48.2% | -14.3% | +62.4% | +47.8% |
| 1Y | +47.7% | +13.6% | +34.1% | +44.6% |
| 3Y | +70.0% | +1,163.4% | -1,093.4% | +40.0% |
| 5Y | +169.1% | +22.9% | +146.2% | +146.6% |
| All | +184.2% | +2,580.4% | -2,396.1% | +80.7% |
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