+27.5%
CVNA vs EXC
+40.2%
-12.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.3% | -4.0% | -4.2% |
| 7D | +2.4% | +0.1% | +2.4% | +2.4% |
| 30D | +14.6% | +9.0% | +5.5% | +12.2% |
| 3M | -1.5% | +3.3% | -4.8% | -2.3% |
| 6M | -6.3% | +5.7% | -12.0% | -7.7% |
| YTD | -13.5% | +7.3% | -20.8% | -16.0% |
| 1Y | +13.3% | +2.9% | +10.4% | +11.5% |
| 3Y | +1,150.8% | +29.3% | +1,121.5% | +973.9% |
| All | +27.5% | +40.2% | -12.7% | +2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling