+475.9%
CVNA vs ELAN
-28.2%
+504.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -2.9% | -2.5% |
| 7D | -7.3% | -5.4% | -1.9% | -3.9% |
| 30D | -4.6% | +4.7% | -9.3% | -7.4% |
| 3M | +2.0% | -3.7% | +5.6% | +3.5% |
| 6M | +11.7% | -1.2% | +12.9% | +8.7% |
| YTD | -18.1% | +2.4% | -20.4% | -22.7% |
| 1Y | -2.4% | +23.4% | -25.8% | -19.6% |
| 3Y | +580.6% | +96.7% | +483.9% | +231.0% |
| 5Y | +4.9% | -30.6% | +35.5% | +10.8% |
| All | +475.9% | -28.2% | +504.0% | +389.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 10y: compounded portfolio wealth divided by compounded ELAN 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…
10y analysis · Full analysis span regression · 6 months rolling