+635.3%
CVNA vs EXEL
+161.8%
+473.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.4% | +0.8% |
| 7D | +3.5% | +1.4% | +2.1% | +3.1% |
| 30D | +5.5% | +6.7% | -1.2% | +3.6% |
| 3M | +7.6% | +11.5% | -3.9% | +4.2% |
| 6M | +17.6% | +38.8% | -21.2% | +6.7% |
| YTD | -11.5% | +31.6% | -43.0% | -18.5% |
| 1Y | +0.4% | +53.0% | -52.6% | -12.0% |
| All | +635.3% | +161.8% | +473.5% | +427.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling