+30.8%
XLV vs CVNA
+630.6%
-599.8%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | -0.1% |
| 7D | -3.6% | -7.3% | +3.7% | -3.3% |
| 30D | -1.8% | -4.6% | +2.8% | -1.7% |
| 3M | +7.8% | +2.0% | +5.8% | +7.5% |
| 6M | +9.1% | +11.7% | -2.6% | +8.3% |
| YTD | +7.7% | -18.1% | +25.8% | +8.0% |
| 1Y | +20.4% | -2.4% | +22.8% | +19.6% |
| 3Y | +30.8% | +580.6% | -549.8% | +15.3% |
| All | +30.8% | +630.6% | -599.8% | +15.3% |
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