+6.6%
CVNA vs EXEL
+192.6%
-186.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.5% | -2.7% | -3.5% |
| 7D | -4.3% | -2.9% | -1.4% | -2.9% |
| 30D | -2.4% | +11.9% | -14.3% | -8.1% |
| 3M | +4.5% | +9.2% | -4.7% | -1.1% |
| 6M | +10.2% | +39.1% | -28.9% | -9.5% |
| YTD | -16.7% | +31.0% | -47.8% | -29.5% |
| 1Y | -3.8% | +52.3% | -56.1% | -26.5% |
| 3Y | +648.3% | +159.7% | +488.5% | +234.7% |
| 5Y | +6.6% | +187.7% | -181.2% | -56.6% |
| All | +6.6% | +192.6% | -186.0% | -56.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling