+585.6%
CVNA vs ESTC
+24.7%
+560.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.1% |
| 7D | -4.8% | -2.6% | -2.1% | -3.0% |
| 30D | +24.1% | -8.6% | +32.7% | +29.8% |
| 3M | +2.6% | +14.4% | -11.8% | -11.4% |
| 6M | -3.1% | +73.3% | -76.4% | -38.9% |
| YTD | -12.5% | +15.7% | -28.2% | -30.0% |
| 1Y | +13.0% | -7.6% | +20.6% | +4.5% |
| 3Y | +1,165.3% | +14.6% | +1,150.8% | +705.7% |
| 5Y | +29.0% | -50.0% | +79.1% | +48.1% |
| All | +585.6% | +24.7% | +560.9% | +284.8% |
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