+25.2%
CVNA vs EXE
+191.4%
-166.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.7% | +1.8% |
| 7D | +0.7% | -0.3% | +1.0% | +0.8% |
| 30D | +7.4% | +8.5% | -1.1% | +5.3% |
| 3M | +12.7% | +5.5% | +7.2% | +11.0% |
| 6M | +17.9% | -5.9% | +23.8% | +19.0% |
| YTD | -11.6% | -9.7% | -1.9% | -10.4% |
| 1Y | +0.8% | +3.6% | -2.8% | -1.7% |
| 3Y | +633.4% | +18.0% | +615.4% | +596.6% |
| 5Y | +13.5% | +109.4% | -95.9% | +4.7% |
| All | +25.2% | +191.4% | -166.2% | +4.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling