+150.2%
XLE vs CVNA
+29.0%
+121.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.1% | +0.4% |
| 7D | -7.9% | +5.9% | -13.8% | -8.0% |
| 30D | -4.8% | +19.7% | -24.5% | -5.2% |
| 3M | +8.4% | +7.6% | +0.7% | +8.1% |
| 6M | +12.7% | -2.2% | +14.8% | +12.5% |
| YTD | +41.3% | -9.6% | +50.9% | +41.1% |
| 1Y | +42.3% | +25.4% | +16.9% | +40.7% |
| 3Y | +65.1% | +1,152.6% | -1,087.6% | +54.3% |
| 5Y | +150.2% | +28.9% | +121.3% | +147.4% |
| All | +150.2% | +29.0% | +121.2% | +147.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling