+255.6%
XOM vs CVNA
+6.4%
+249.2%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.3% | +4.9% | +0.6% |
| 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% | +12.7% |
| YTD | +40.1% | -16.7% | +56.8% | +40.2% |
| 1Y | +51.1% | -3.8% | +54.9% | +50.7% |
| 3Y | +57.7% | +648.3% | -590.6% | +52.0% |
| All | +255.6% | +6.4% | +249.2% | +238.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling