+1,150.8%
CVNA vs EXR
+51.9%
+1,098.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.8% | -3.5% | -3.8% |
| 7D | +2.4% | +1.7% | +0.7% | +1.5% |
| 30D | +14.6% | +18.0% | -3.5% | +4.1% |
| 3M | -1.5% | +9.7% | -11.2% | -6.6% |
| 6M | -6.3% | +13.4% | -19.8% | -13.1% |
| YTD | -13.5% | +26.3% | -39.8% | -25.3% |
| 1Y | +13.3% | +27.6% | -14.3% | -3.1% |
| 3Y | +1,150.8% | +52.2% | +1,098.6% | +521.1% |
| All | +1,150.8% | +51.9% | +1,098.9% | +521.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling