+188.1%
XLF vs CVNA
+2,618.9%
-2,430.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.3% | -0.3% |
| 7D | -1.0% | -1.0% | 0.0% | -1.0% |
| 30D | -1.3% | -1.0% | -0.3% | -1.3% |
| 3M | +9.1% | +5.5% | +3.7% | +8.4% |
| 6M | +14.4% | +11.8% | +2.5% | +12.8% |
| YTD | +5.1% | -13.0% | +18.1% | +5.2% |
| 1Y | +8.6% | -2.1% | +10.8% | +7.4% |
| 3Y | +74.4% | +681.6% | -607.2% | +43.9% |
| 5Y | +64.4% | +11.6% | +52.7% | +44.0% |
| All | +188.1% | +2,618.9% | -2,430.8% | +77.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling