+207.3%
XLI vs CVNA
+2,667.4%
-2,460.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | +1.0% | +3.5% | -2.5% | +0.7% |
| 30D | -5.8% | +5.5% | -11.3% | -6.3% |
| 3M | +0.7% | +7.6% | -6.9% | -0.2% |
| 6M | +3.2% | +17.6% | -14.4% | +1.3% |
| YTD | +13.0% | -11.5% | +24.5% | +13.1% |
| 1Y | +16.8% | +0.4% | +16.4% | +15.2% |
| 3Y | +72.4% | +695.6% | -623.2% | +40.9% |
| 5Y | +82.8% | +13.6% | +69.2% | +59.3% |
| All | +207.3% | +2,667.4% | -2,460.1% | +87.5% |
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 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