+3,214.0%
CVNA vs EXPD
+264.1%
+2,949.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.3% | +4.3% | +4.4% |
| 7D | +7.7% | -7.2% | +14.9% | +16.1% |
| 30D | +17.2% | -3.3% | +20.5% | +21.1% |
| 3M | +7.7% | +3.4% | +4.3% | +3.0% |
| 6M | -5.5% | +22.7% | -28.2% | -25.2% |
| YTD | -12.8% | +24.5% | -37.4% | -35.3% |
| 1Y | +26.8% | +38.6% | -11.9% | -17.3% |
| 3Y | +1,007.0% | +71.5% | +935.5% | +419.9% |
| 5Y | +23.5% | +56.2% | -32.8% | -28.3% |
| All | +3,214.0% | +264.1% | +2,949.9% | +816.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling