+21.5%
CVNA vs EXE
+165.2%
-143.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.3% | +2.0% |
| 7D | -1.6% | +5.3% | -7.0% | -2.8% |
| 30D | +24.9% | -2.2% | +27.1% | +25.3% |
| 3M | -1.8% | -5.9% | +4.1% | -0.8% |
| 6M | +3.5% | -5.7% | +9.2% | +4.2% |
| YTD | -14.3% | -17.8% | +3.6% | -11.4% |
| 1Y | +13.6% | -23.1% | +36.7% | +19.3% |
| 3Y | +1,163.4% | +21.2% | +1,142.3% | +1,092.1% |
| 5Y | +22.9% | +78.8% | -55.9% | +16.2% |
| All | +21.5% | +165.2% | -143.7% | +3.3% |
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