+3,091.0%
CVNA vs EXPE
+104.2%
+2,986.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.5% | -4.6% | -4.4% |
| 7D | -1.7% | -4.2% | +2.5% | +1.1% |
| 30D | +17.3% | -4.5% | +21.8% | +20.0% |
| 3M | -2.3% | -19.7% | +17.4% | +11.8% |
| 6M | -3.9% | +18.3% | -22.2% | -17.0% |
| YTD | -16.1% | -7.3% | -8.7% | -16.8% |
| 1Y | +7.9% | -3.9% | +11.8% | +3.4% |
| 3Y | +1,113.4% | +123.0% | +990.4% | +475.2% |
| 5Y | +20.3% | +47.9% | -27.6% | -22.0% |
| All | +3,091.0% | +104.2% | +2,986.8% | +1,110.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 10y: compounded portfolio wealth divided by compounded EXPE 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…
10y analysis · Full analysis span regression · 6 months rolling