+25.4%
CVNA vs EXE
+192.2%
-166.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | +3.5% | -1.8% | +5.3% | +3.9% |
| 30D | +5.5% | +6.4% | -0.9% | +3.9% |
| 3M | +7.6% | +9.2% | -1.7% | +5.1% |
| 6M | +17.6% | -7.0% | +24.6% | +19.0% |
| YTD | -11.5% | -9.5% | -2.0% | -10.3% |
| 1Y | +0.4% | +6.2% | -5.9% | -2.7% |
| 3Y | +695.6% | +20.7% | +674.8% | +652.2% |
| 5Y | +13.6% | +103.6% | -90.1% | +5.1% |
| All | +25.4% | +192.2% | -166.8% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded EXE 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling