+13.6%
CVNA vs ELF
+53.2%
-39.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.9% | -1.8% | +1.2% |
| 7D | -1.6% | +1.6% | -3.2% | -2.0% |
| 30D | +24.9% | +9.1% | +15.8% | +22.4% |
| 3M | -1.8% | +28.2% | -30.0% | -7.3% |
| 6M | +3.5% | +119.5% | -116.0% | -14.1% |
| YTD | -14.3% | +55.2% | -69.4% | -21.4% |
| 1Y | +13.6% | +58.6% | -45.0% | +4.4% |
| All | +13.6% | +53.2% | -39.6% | +4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling