+189.0%
XLF vs CVNA
+2,461.5%
-2,272.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +0.8% |
| 7D | -1.5% | -7.3% | +5.8% | -0.9% |
| 30D | -1.2% | -4.6% | +3.4% | -0.9% |
| 3M | +9.2% | +2.0% | +7.2% | +8.6% |
| 6M | +16.3% | +11.7% | +4.6% | +14.7% |
| YTD | +5.4% | -18.1% | +23.5% | +6.0% |
| 1Y | +7.6% | -2.4% | +10.0% | +6.4% |
| 3Y | +74.2% | +580.6% | -506.4% | +45.2% |
| 5Y | +66.1% | +4.9% | +61.3% | +46.2% |
| All | +189.0% | +2,461.5% | -2,272.4% | +78.6% |
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