+3,065.8%
CVNA vs ELF
+246.3%
+2,819.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.3% | +0.1% | -2.6% |
| 7D | -4.3% | -10.8% | +6.6% | +0.1% |
| 30D | -2.4% | +0.8% | -3.2% | -2.9% |
| 3M | +4.5% | +64.8% | -60.3% | -15.4% |
| 6M | +10.2% | +19.0% | -8.7% | +0.3% |
| YTD | -16.7% | +25.9% | -42.7% | -27.3% |
| 1Y | -3.8% | -28.8% | +25.0% | +1.5% |
| 3Y | +648.3% | -29.6% | +677.9% | +581.6% |
| 5Y | +6.6% | +216.2% | -209.7% | -51.7% |
| All | +3,065.8% | +246.3% | +2,819.4% | +985.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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