+647.4%
XLK vs CVNA
+2,503.0%
-1,855.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.3% | +2.9% | -0.9% |
| 7D | -0.4% | -4.3% | +3.9% | +0.1% |
| 30D | -0.5% | -2.4% | +1.9% | -0.3% |
| 3M | +5.0% | +4.5% | +0.5% | +4.0% |
| 6M | +32.9% | +10.2% | +22.6% | +30.4% |
| YTD | +29.0% | -16.7% | +45.7% | +30.0% |
| 1Y | +37.8% | -3.8% | +41.6% | +36.0% |
| 3Y | +118.7% | +648.3% | -529.6% | +65.4% |
| 5Y | +145.6% | +6.6% | +139.0% | +100.1% |
| All | +647.4% | +2,503.0% | -1,855.5% | +301.8% |
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