+0.4%
CVNA vs EXPD
+55.4%
-55.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.5% |
| 7D | +3.5% | -0.9% | +4.4% | +3.7% |
| 30D | +5.5% | +4.1% | +1.4% | +4.6% |
| 3M | +7.6% | +13.8% | -6.2% | +5.1% |
| 6M | +17.6% | +27.3% | -9.7% | +13.3% |
| YTD | -11.5% | +25.4% | -36.9% | -12.9% |
| 1Y | +0.4% | +54.4% | -54.0% | +1.6% |
| All | +0.4% | +55.4% | -55.1% | +1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling