+3.5%
CVNA vs ELF
+111.9%
-108.4%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.9% | -1.8% | +1.0% |
| 7D | -1.6% | +1.6% | -3.2% | -2.0% |
| 30D | +24.9% | +9.1% | +15.8% | +21.8% |
| 3M | -1.8% | +28.2% | -30.0% | -8.7% |
| 6M | +3.5% | +119.5% | -116.0% | -21.2% |
| All | +3.5% | +111.9% | -108.4% | -21.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling