+552.3%
CVNA vs ESTC
+19.3%
+533.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.6% | -0.7% | -1.9% |
| 7D | -4.3% | -13.2% | +8.9% | +4.9% |
| 30D | -2.4% | +9.3% | -11.7% | -11.6% |
| 3M | +4.5% | +37.3% | -32.8% | -19.7% |
| 6M | +10.2% | +61.0% | -50.8% | -27.0% |
| YTD | -16.7% | +10.7% | -27.4% | -30.2% |
| 1Y | -3.8% | -7.2% | +3.4% | -10.9% |
| 3Y | +648.3% | +7.2% | +641.1% | +403.3% |
| 5Y | +6.6% | -47.7% | +54.3% | +20.7% |
| All | +552.3% | +19.3% | +533.1% | +283.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 10y: compounded portfolio wealth divided by compounded ESTC 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…
10y analysis · Full analysis span regression · 6 months rolling