+1,163.4%
CVNA vs EL
+3.0%
+1,160.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.0% | +1.7% |
| 7D | -1.6% | +1.5% | -3.2% | -2.2% |
| 30D | +24.9% | +10.0% | +14.9% | +20.5% |
| 3M | -1.8% | +28.4% | -30.2% | -11.1% |
| 6M | +3.5% | +37.1% | -33.5% | -8.4% |
| YTD | -14.3% | +7.8% | -22.1% | -19.3% |
| 1Y | +13.6% | +26.0% | -12.4% | +0.5% |
| 3Y | +1,163.4% | +3.8% | +1,159.6% | +836.9% |
| All | +1,163.4% | +3.0% | +1,160.5% | +836.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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