+21.4%
CVNA vs EXEL
+281.2%
-259.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.8% |
| 7D | -1.6% | -0.8% | -0.8% | -1.1% |
| 30D | +24.9% | +13.1% | +11.7% | +17.1% |
| 3M | -1.8% | +36.3% | -38.1% | -17.1% |
| 6M | +3.5% | +34.5% | -31.0% | -12.8% |
| YTD | -14.3% | +57.4% | -71.7% | -34.7% |
| 1Y | +13.6% | +62.9% | -49.3% | -16.0% |
| 3Y | +1,163.4% | +229.5% | +933.9% | +364.1% |
| All | +21.4% | +281.2% | -259.9% | -58.5% |
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