+6.6%
CVNA vs ELF
+217.8%
-211.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.3% | +0.1% | -2.4% |
| 7D | -4.3% | -10.8% | +6.6% | +0.5% |
| 30D | -2.4% | +0.8% | -3.2% | -3.0% |
| 3M | +4.5% | +64.8% | -60.3% | -17.5% |
| 6M | +10.2% | +19.0% | -8.7% | -0.8% |
| YTD | -16.7% | +25.9% | -42.7% | -28.6% |
| 1Y | -3.8% | -28.8% | +25.0% | +2.6% |
| 3Y | +648.3% | -29.6% | +677.9% | +506.5% |
| 5Y | +6.6% | +216.2% | -209.7% | -86.7% |
| All | +6.6% | +217.8% | -211.2% | -86.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling