+695.6%
CVNA vs EXPE
+162.6%
+532.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.9% | +8.1% | +4.4% |
| 7D | +3.5% | -9.8% | +13.3% | +9.1% |
| 30D | +5.5% | -11.5% | +17.0% | +12.2% |
| 3M | +7.6% | +21.7% | -14.1% | -4.0% |
| 6M | +17.6% | +10.4% | +7.2% | +10.0% |
| YTD | -11.5% | -2.5% | -8.9% | -12.8% |
| 1Y | +0.4% | +27.3% | -27.0% | -17.1% |
| 3Y | +695.6% | +153.5% | +542.1% | +333.3% |
| All | +695.6% | +162.6% | +532.9% | +333.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling