+1,163.4%
CVNA vs EXPD
+75.3%
+1,088.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.4% |
| 7D | -1.6% | +5.5% | -7.2% | -4.6% |
| 30D | +24.9% | -0.8% | +25.7% | +25.3% |
| 3M | -1.8% | +4.1% | -5.9% | -4.3% |
| 6M | +3.5% | +25.7% | -22.1% | -9.2% |
| YTD | -14.3% | +31.4% | -45.7% | -28.2% |
| 1Y | +13.6% | +42.2% | -28.6% | -10.5% |
| 3Y | +1,163.4% | +77.2% | +1,086.3% | +517.9% |
| All | +1,163.4% | +75.3% | +1,088.2% | +517.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling