+580.6%
CVNA vs ELAN
+99.1%
+481.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -2.9% | -2.1% |
| 7D | -7.3% | -5.4% | -1.9% | -5.2% |
| 30D | -4.6% | +4.7% | -9.3% | -6.3% |
| 3M | +2.0% | -3.7% | +5.6% | +3.1% |
| 6M | +11.7% | -1.2% | +12.9% | +10.5% |
| YTD | -18.1% | +2.4% | -20.4% | -20.3% |
| 1Y | -2.4% | +23.4% | -25.8% | -12.3% |
| 3Y | +580.6% | +96.7% | +483.9% | +280.6% |
| All | +580.6% | +99.1% | +481.5% | +280.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling