-2.1%
CVNA vs EXC
+5.3%
-7.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.9% |
| 7D | -1.0% | +0.3% | -1.3% | -0.9% |
| 30D | -1.0% | -0.9% | -0.1% | -1.3% |
| 3M | +5.5% | -2.7% | +8.1% | +4.9% |
| 6M | +11.8% | -9.4% | +21.2% | +6.6% |
| YTD | -13.0% | +3.0% | -16.1% | -9.7% |
| 1Y | -2.1% | +5.1% | -7.3% | +5.5% |
| All | -2.1% | +5.3% | -7.4% | +5.5% |
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