+59.7%
XOM vs CVNA
+642.4%
-582.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.3% | +4.9% | +0.7% |
| 7D | +1.9% | -4.3% | +6.2% | +1.9% |
| 30D | +4.1% | -2.4% | +6.5% | +4.1% |
| 3M | +10.4% | +4.5% | +5.9% | +10.3% |
| 6M | +13.0% | +10.2% | +2.8% | +12.5% |
| YTD | +40.1% | -16.7% | +56.8% | +40.4% |
| 1Y | +51.1% | -3.8% | +54.9% | +50.3% |
| All | +59.7% | +642.4% | -582.7% | +49.7% |
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 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