+3,259.9%
CVNA vs ELF
+296.6%
+2,963.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.1% | -0.5% | +0.8% |
| 7D | +0.7% | +5.4% | -4.6% | -1.4% |
| 30D | +7.4% | +27.0% | -19.6% | -2.7% |
| 3M | +12.7% | +113.2% | -100.5% | -17.7% |
| 6M | +17.9% | +36.6% | -18.7% | +1.5% |
| YTD | -11.6% | +44.2% | -55.9% | -26.8% |
| 1Y | +0.8% | -18.0% | +18.7% | +0.6% |
| 3Y | +633.4% | -19.9% | +653.4% | +535.0% |
| 5Y | +13.5% | +257.7% | -244.2% | -51.0% |
| All | +3,259.9% | +296.6% | +2,963.3% | +993.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling