+11.7%
CVNA vs EXC
+2.6%
+9.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.3% | -4.0% | -4.3% |
| 7D | +2.4% | +0.1% | +2.4% | +2.4% |
| 30D | +14.6% | +9.0% | +5.5% | +17.2% |
| 3M | -1.5% | +3.3% | -4.8% | -1.2% |
| 6M | -6.3% | +5.7% | -12.0% | -3.7% |
| YTD | -13.5% | +7.3% | -20.8% | -8.5% |
| All | +11.7% | +2.6% | +9.1% | +18.3% |
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