+3,159.9%
CVNA vs EXPE
+101.8%
+3,058.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.3% | +3.0% |
| 7D | -1.6% | -0.5% | -1.1% | -1.3% |
| 30D | +24.9% | -6.1% | +30.9% | +29.2% |
| 3M | -1.8% | -21.3% | +19.5% | +13.9% |
| 6M | +3.5% | +19.0% | -15.5% | -11.1% |
| YTD | -14.3% | -8.4% | -5.8% | -14.3% |
| 1Y | +13.6% | -2.8% | +16.4% | +7.8% |
| 3Y | +1,163.4% | +120.8% | +1,042.7% | +503.0% |
| 5Y | +22.9% | +46.2% | -23.3% | -19.6% |
| All | +3,159.9% | +101.8% | +3,058.2% | +1,146.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling