+622.4%
CVNA vs ELV
-7.6%
+630.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.7% |
| 7D | -1.0% | -2.2% | +1.2% | -1.0% |
| 30D | -1.0% | -0.2% | -0.8% | -1.0% |
| 3M | +5.5% | -6.1% | +11.6% | +5.5% |
| 6M | +11.8% | +42.8% | -31.0% | +11.7% |
| YTD | -13.0% | +14.4% | -27.4% | -12.9% |
| 1Y | -2.1% | +28.6% | -30.7% | -2.0% |
| All | +622.4% | -7.6% | +630.0% | +661.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling