+3,335.1%
CVNA vs EXPD
+273.9%
+3,061.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.7% | +1.0% | +0.8% |
| 7D | +5.9% | -5.5% | +11.4% | +11.9% |
| 30D | +19.7% | -1.9% | +21.5% | +21.8% |
| 3M | +7.6% | +6.1% | +1.5% | +0.3% |
| 6M | -2.2% | +21.6% | -23.8% | -21.6% |
| YTD | -9.6% | +27.9% | -37.5% | -34.8% |
| 1Y | +25.4% | +39.4% | -14.0% | -18.5% |
| 3Y | +1,152.6% | +72.7% | +1,080.0% | +488.4% |
| 5Y | +28.9% | +60.3% | -31.4% | -27.2% |
| All | +3,335.1% | +273.9% | +3,061.2% | +824.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 10y: compounded portfolio wealth divided by compounded EXPD 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…
10y analysis · Full analysis span regression · 6 months rolling