+39.2%
XLK vs CVNA
-6.0%
+45.2%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.6% |
| 7D | +0.2% | -7.3% | +7.5% | +1.3% |
| 30D | -0.6% | -4.6% | +4.0% | -0.1% |
| 3M | +2.6% | +2.0% | +0.6% | +1.4% |
| 6M | +34.0% | +11.7% | +22.2% | +29.4% |
| YTD | +30.7% | -18.1% | +48.7% | +31.2% |
| 1Y | +39.2% | -2.4% | +41.6% | +34.4% |
| All | +39.2% | -6.0% | +45.2% | +34.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling