-3.8%
CVNA vs EXEL
+50.0%
-53.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.5% | -2.7% | -3.9% |
| 7D | -4.3% | -2.9% | -1.4% | -3.6% |
| 30D | -2.4% | +11.9% | -14.3% | -5.0% |
| 3M | +4.5% | +9.2% | -4.7% | +1.9% |
| 6M | +10.2% | +39.1% | -28.9% | -0.4% |
| YTD | -16.7% | +31.0% | -47.8% | -23.5% |
| 1Y | -3.8% | +52.3% | -56.1% | -18.7% |
| All | -3.8% | +50.0% | -53.8% | -18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling