+13.0%
CVNA vs EXR
+26.8%
-13.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | -4.8% | -1.1% | -3.6% | -4.0% |
| 30D | +24.1% | +18.8% | +5.4% | +14.4% |
| 3M | +2.6% | +9.9% | -7.3% | -2.8% |
| 6M | -3.1% | +12.6% | -15.7% | -8.9% |
| YTD | -12.5% | +26.5% | -39.0% | -18.6% |
| 1Y | +13.0% | +24.5% | -11.5% | +5.0% |
| All | +13.0% | +26.8% | -13.8% | +5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling