+3,065.8%
CVNA vs EXPE
+116.5%
+2,949.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.6% | -5.8% | -5.4% |
| 7D | -4.3% | -8.7% | +4.4% | +1.5% |
| 30D | -2.4% | -13.6% | +11.3% | +7.5% |
| 3M | +4.5% | +26.6% | -22.1% | -12.8% |
| 6M | +10.2% | +19.9% | -9.7% | -5.0% |
| YTD | -16.7% | -1.7% | -15.0% | -19.7% |
| 1Y | -3.8% | +29.4% | -33.2% | -26.4% |
| 3Y | +648.3% | +155.7% | +492.6% | +221.2% |
| 5Y | +6.6% | +93.1% | -86.5% | -41.7% |
| All | +3,065.8% | +116.5% | +2,949.2% | +1,067.5% |
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