+3,259.9%
CVNA vs EXPD
+272.4%
+2,987.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.7% |
| 3M | +12.7% | +17.9% | -5.2% | -5.9% |
| 6M | +17.9% | +29.2% | -11.3% | -12.8% |
| YTD | -11.6% | +27.4% | -39.0% | -35.5% |
| 1Y | +0.8% | +56.8% | -56.1% | -44.5% |
| 3Y | +633.4% | +68.0% | +565.4% | +259.5% |
| 5Y | +13.5% | +61.9% | -48.4% | -36.7% |
| All | +3,259.9% | +272.4% | +2,987.5% | +813.9% |
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