+3,259.9%
CVNA vs EXEL
+164.6%
+3,095.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | +0.7% | +8.4% | -7.6% | -2.7% |
| 30D | +7.4% | +4.1% | +3.3% | +5.2% |
| 3M | +12.7% | +12.4% | +0.3% | +6.5% |
| 6M | +17.9% | +41.5% | -23.6% | +0.1% |
| YTD | -11.6% | +34.6% | -46.3% | -23.4% |
| 1Y | +0.8% | +57.9% | -57.1% | -19.5% |
| 3Y | +633.4% | +159.5% | +473.9% | +338.6% |
| 5Y | +13.5% | +198.5% | -185.0% | -34.7% |
| All | +3,259.9% | +164.6% | +3,095.3% | +1,657.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling