+204.3%
XOM vs CVNA
+2,618.9%
-2,414.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.8% | +4.0% | +2.3% |
| 7D | 0.0% | -1.0% | +1.1% | +0.1% |
| 30D | +3.4% | -1.0% | +4.5% | +3.4% |
| 3M | +11.0% | +5.5% | +5.5% | +10.5% |
| 6M | +10.6% | +11.8% | -1.2% | +9.6% |
| YTD | +39.2% | -13.0% | +52.2% | +39.1% |
| 1Y | +52.7% | -2.1% | +54.8% | +51.4% |
| 3Y | +56.8% | +681.6% | -624.9% | +38.6% |
| 5Y | +261.8% | +11.6% | +250.2% | +243.2% |
| All | +204.3% | +2,618.9% | -2,414.6% | +115.7% |
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