+3,065.8%
CVNA vs EXR
+155.5%
+2,910.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.6% | -4.9% | -4.7% |
| 7D | -4.3% | -3.2% | -1.1% | -2.2% |
| 30D | -2.4% | -6.9% | +4.5% | +2.5% |
| 3M | +4.5% | -7.8% | +12.3% | +10.1% |
| 6M | +10.2% | -4.9% | +15.1% | +13.7% |
| YTD | -16.7% | +7.2% | -23.9% | -21.6% |
| 1Y | -3.8% | -1.5% | -2.2% | -4.3% |
| 3Y | +648.3% | +22.3% | +626.0% | +510.1% |
| 5Y | +6.6% | -10.9% | +17.5% | +13.4% |
| All | +3,065.8% | +155.5% | +2,910.2% | +1,646.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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