+11.6%
CVNA vs EXPE
+89.3%
-77.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.0% | -1.2% |
| 7D | -1.0% | -11.5% | +10.5% | +8.4% |
| 30D | -1.0% | -13.1% | +12.1% | +9.6% |
| 3M | +5.5% | +18.1% | -12.7% | -9.2% |
| 6M | +11.8% | +13.3% | -1.4% | -1.3% |
| YTD | -13.0% | -3.2% | -9.8% | -15.8% |
| 1Y | -2.1% | +26.1% | -28.3% | -27.3% |
| 3Y | +681.6% | +151.7% | +529.9% | +168.5% |
| 5Y | +11.6% | +88.3% | -76.7% | -47.0% |
| All | +11.6% | +89.3% | -77.6% | -47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling