+3,065.8%
CVNA vs EXEL
+157.5%
+2,908.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.5% | -2.7% | -3.6% |
| 7D | -4.3% | -2.9% | -1.4% | -3.1% |
| 30D | -2.4% | +11.9% | -14.3% | -7.1% |
| 3M | +4.5% | +9.2% | -4.7% | 0.0% |
| 6M | +10.2% | +39.1% | -28.9% | -5.7% |
| YTD | -16.7% | +31.0% | -47.8% | -27.0% |
| 1Y | -3.8% | +52.3% | -56.1% | -21.9% |
| 3Y | +648.3% | +159.7% | +488.5% | +346.6% |
| 5Y | +6.6% | +187.7% | -181.2% | -37.8% |
| All | +3,065.8% | +157.5% | +2,908.2% | +1,574.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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