+155.9%
XLV vs CVNA
+2,461.5%
-2,305.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | -0.1% |
| 7D | -3.6% | -7.3% | +3.7% | -3.2% |
| 30D | -1.8% | -4.6% | +2.8% | -1.7% |
| 3M | +7.8% | +2.0% | +5.8% | +7.4% |
| 6M | +9.1% | +11.7% | -2.6% | +8.1% |
| YTD | +7.7% | -18.1% | +25.8% | +8.1% |
| 1Y | +20.4% | -2.4% | +22.8% | +19.5% |
| 3Y | +30.8% | +580.6% | -549.8% | +15.0% |
| 5Y | +34.6% | +4.9% | +29.8% | +24.4% |
| All | +155.9% | +2,461.5% | -2,305.6% | +79.7% |
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