+0.8%
CVNA vs EXC
+2.6%
-1.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.0% | +3.6% | +0.9% |
| 7D | +0.7% | -0.7% | +1.4% | +0.5% |
| 30D | +7.4% | -4.6% | +12.0% | +5.5% |
| 3M | +12.7% | -2.2% | +14.9% | +12.5% |
| 6M | +17.9% | -10.6% | +28.5% | +12.0% |
| YTD | -11.6% | +1.9% | -13.5% | -8.6% |
| 1Y | +0.8% | +3.4% | -2.7% | +8.1% |
| All | +0.8% | +2.6% | -1.8% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 1y: compounded portfolio wealth divided by compounded EXC 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…
1y analysis · Full analysis span regression · 6 months rolling