-2.4%
CVNA vs ELV
+36.0%
-38.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.6% |
| 7D | -7.3% | +3.2% | -10.5% | -7.3% |
| 30D | -4.6% | +5.4% | -9.9% | -4.7% |
| 3M | +2.0% | +5.4% | -3.4% | +1.7% |
| 6M | +11.7% | +45.7% | -34.0% | +10.6% |
| YTD | -18.1% | +21.2% | -39.3% | -18.6% |
| 1Y | -2.4% | +35.6% | -38.0% | +2.5% |
| All | -2.4% | +36.0% | -38.4% | +2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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