+3,159.9%
CVNA vs EXR
+200.3%
+2,959.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.0% |
| 7D | -1.6% | -0.4% | -1.2% | -1.3% |
| 30D | +24.9% | +18.2% | +6.6% | +11.7% |
| 3M | -1.8% | +7.3% | -9.1% | -6.0% |
| 6M | +3.5% | +13.8% | -10.3% | -5.3% |
| YTD | -14.3% | +25.9% | -40.2% | -27.4% |
| 1Y | +13.6% | +25.8% | -12.2% | -4.0% |
| 3Y | +1,163.4% | +53.7% | +1,109.7% | +783.2% |
| 5Y | +22.9% | -1.8% | +24.7% | +20.9% |
| All | +3,159.9% | +200.3% | +2,959.6% | +1,518.1% |
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