+54.9%
XLE vs CVNA
+686.9%
-631.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.1% |
| 7D | 0.0% | +3.5% | -3.5% | -0.1% |
| 30D | +12.6% | +5.5% | +7.2% | +12.3% |
| 3M | +11.8% | +7.6% | +4.3% | +11.3% |
| 6M | +16.1% | +17.6% | -1.5% | +14.5% |
| YTD | +46.9% | -11.5% | +58.3% | +46.9% |
| 1Y | +53.3% | +0.4% | +52.9% | +51.3% |
| 3Y | +54.9% | +695.6% | -640.6% | +34.2% |
| All | +54.9% | +686.9% | -631.9% | +34.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling