+3,259.9%
CVNA vs EXPE
+133.1%
+3,126.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +2.8% |
| 7D | +0.7% | -9.5% | +10.3% | +8.0% |
| 30D | +7.4% | -6.6% | +14.0% | +12.3% |
| 3M | +12.7% | +31.4% | -18.7% | -8.0% |
| 6M | +17.9% | +35.2% | -17.3% | -6.9% |
| YTD | -11.6% | +5.8% | -17.4% | -18.8% |
| 1Y | +0.8% | +38.7% | -37.9% | -26.2% |
| 3Y | +633.4% | +175.8% | +457.7% | +199.4% |
| 5Y | +13.5% | +111.8% | -98.4% | -41.5% |
| All | +3,259.9% | +133.1% | +3,126.8% | +1,081.7% |
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