+68.5%
XLI vs CVNA
+642.4%
-573.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.3% | +3.5% | -0.3% |
| 7D | -2.3% | -4.3% | +2.0% | -1.9% |
| 30D | -8.2% | -2.4% | -5.8% | -8.1% |
| 3M | +0.8% | +4.5% | -3.7% | -0.1% |
| 6M | +0.8% | +10.2% | -9.4% | -0.9% |
| YTD | +10.5% | -16.7% | +27.3% | +11.1% |
| 1Y | +14.1% | -3.8% | +17.9% | +12.4% |
| All | +68.5% | +642.4% | -573.9% | +37.5% |
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