+13.0%
CVNA vs EXPD
+61.6%
-48.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +0.6% |
| 7D | +0.7% | -1.1% | +1.9% | +2.0% |
| 30D | +7.4% | +4.1% | +3.3% | +2.6% |
| 3M | +12.7% | +17.9% | -5.2% | -6.3% |
| 6M | +17.9% | +29.2% | -11.3% | -13.3% |
| YTD | -11.6% | +27.4% | -39.0% | -36.2% |
| 1Y | +0.8% | +56.8% | -56.1% | -46.7% |
| 3Y | +633.4% | +68.0% | +565.4% | +228.8% |
| All | +13.0% | +61.6% | -48.6% | -50.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling