+591.6%
CVNA vs EXE
+18.1%
+573.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.3% | -4.5% | -4.3% |
| 7D | -4.3% | -2.2% | -2.1% | -3.7% |
| 30D | -2.4% | -0.8% | -1.6% | -2.2% |
| 3M | +4.5% | +10.0% | -5.5% | +1.1% |
| 6M | +10.2% | -6.3% | +16.6% | +12.0% |
| YTD | -16.7% | -10.7% | -6.1% | -14.5% |
| 1Y | -3.8% | +2.7% | -6.4% | -7.9% |
| All | +591.6% | +18.1% | +573.5% | +543.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling