+3,259.9%
CVNA vs EXR
+160.8%
+3,099.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +2.4% |
| 7D | +0.7% | -2.6% | +3.3% | +2.5% |
| 30D | +7.4% | -7.2% | +14.5% | +12.9% |
| 3M | +12.7% | -3.5% | +16.2% | +15.0% |
| 6M | +17.9% | -5.3% | +23.2% | +21.9% |
| YTD | -11.6% | +9.4% | -21.0% | -17.9% |
| 1Y | +0.8% | +1.3% | -0.6% | -1.8% |
| 3Y | +633.4% | +22.4% | +611.0% | +498.0% |
| 5Y | +13.5% | -12.2% | +25.7% | +20.8% |
| All | +3,259.9% | +160.8% | +3,099.1% | +1,728.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling