+16.1%
CVNA vs EXE
+182.2%
-166.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -1.1% |
| 7D | -7.3% | -3.1% | -4.1% | -6.6% |
| 30D | -4.6% | -0.9% | -3.7% | -4.5% |
| 3M | +2.0% | +9.6% | -7.6% | -0.4% |
| 6M | +11.7% | -11.6% | +23.3% | +14.5% |
| YTD | -18.1% | -12.6% | -5.5% | -16.3% |
| 1Y | -2.4% | +1.2% | -3.6% | -4.2% |
| 3Y | +580.6% | +18.0% | +562.5% | +547.2% |
| 5Y | +4.9% | +101.1% | -96.2% | -2.4% |
| All | +16.1% | +182.2% | -166.1% | -2.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling