+3,259.9%
CVNA vs EL
+34.3%
+3,225.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.0% | -1.4% | -0.5% |
| 7D | +0.7% | +0.8% | -0.1% | +0.2% |
| 30D | +7.4% | +19.8% | -12.5% | -6.1% |
| 3M | +12.7% | +25.7% | -13.0% | -4.6% |
| 6M | +17.9% | +5.4% | +12.5% | +10.6% |
| YTD | -11.6% | +0.2% | -11.8% | -17.0% |
| 1Y | +0.8% | +20.4% | -19.7% | -19.3% |
| 3Y | +633.4% | -32.1% | +665.6% | +723.7% |
| 5Y | +13.5% | -67.2% | +80.7% | +164.9% |
| All | +3,259.9% | +34.3% | +3,225.7% | +6,007.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling