+21.4%
CVNA vs EXPD
+60.9%
-39.5%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.6% |
| 7D | -1.6% | +5.5% | -7.2% | -7.3% |
| 30D | +24.9% | -0.8% | +25.7% | +25.6% |
| 3M | -1.8% | +4.1% | -5.9% | -6.9% |
| 6M | +3.5% | +25.7% | -22.1% | -20.9% |
| YTD | -14.3% | +31.4% | -45.7% | -41.4% |
| 1Y | +13.6% | +42.2% | -28.6% | -30.5% |
| 3Y | +1,163.4% | +77.2% | +1,086.3% | +401.1% |
| All | +21.4% | +60.9% | -39.5% | -52.3% |
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 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