When this was last shown here on TV at the end of the movie Carmen comes out of character and is doing a concert as her real self Alexa Vega just before the credits.
Not before the end of this movie, but there is one during the end of the 2nd movie. But what I think that you could be thinking of, is the Alexa Vega in Concert, that is a special feature, which features her perfoming 2 songs from the movie, and the Isle of Dreams from the 2nd movie. I bet that is what you are asking about, am I right. But sorry if I am wrong, if in the case I am wrong.