+203.7%
XLI vs CVNA
+2,461.5%
-2,257.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.2% |
| 7D | -1.7% | -7.3% | +5.6% | -1.1% |
| 30D | -7.3% | -4.6% | -2.7% | -7.0% |
| 3M | -1.3% | +2.0% | -3.3% | -1.8% |
| 6M | +2.2% | +11.7% | -9.5% | +0.8% |
| YTD | +11.7% | -18.1% | +29.8% | +12.4% |
| 1Y | +14.3% | -2.4% | +16.6% | +12.9% |
| 3Y | +70.3% | +580.6% | -510.2% | +40.8% |
| 5Y | +82.3% | +4.9% | +77.4% | +59.9% |
| All | +203.7% | +2,461.5% | -2,257.8% | +86.4% |
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 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