+207.6%
XOM vs CVNA
+2,461.5%
-2,253.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.5% |
| 7D | +4.1% | -7.3% | +11.4% | +4.4% |
| 30D | +4.6% | -4.6% | +9.2% | +4.7% |
| 3M | +14.0% | +2.0% | +12.0% | +13.6% |
| 6M | +11.0% | +11.7% | -0.8% | +9.9% |
| YTD | +40.7% | -18.1% | +58.8% | +40.9% |
| 1Y | +52.3% | -2.4% | +54.7% | +51.0% |
| 3Y | +60.5% | +580.6% | -520.1% | +42.7% |
| 5Y | +266.4% | +4.9% | +261.5% | +248.5% |
| All | +207.6% | +2,461.5% | -2,253.9% | +118.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling