+3,206.8%
CVNA vs ELV
+154.9%
+3,051.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.3% |
| 7D | -1.0% | -2.2% | +1.2% | -0.2% |
| 30D | -1.0% | -0.2% | -0.8% | -1.1% |
| 3M | +5.5% | -6.1% | +11.6% | +7.2% |
| 6M | +11.8% | +42.8% | -31.0% | -3.6% |
| YTD | -13.0% | +14.4% | -27.4% | -19.5% |
| 1Y | -2.1% | +28.6% | -30.7% | -14.1% |
| 3Y | +681.6% | -7.4% | +689.0% | +649.1% |
| 5Y | +11.6% | +14.5% | -2.8% | -8.6% |
| All | +3,206.8% | +154.9% | +3,051.9% | +1,762.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling