-3.8%
CVNA vs ESTC
-8.5%
+4.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.6% | -0.7% | -3.5% |
| 7D | -4.3% | -13.2% | +8.9% | -1.3% |
| 30D | -2.4% | +9.3% | -11.7% | -5.6% |
| 3M | +4.5% | +37.3% | -32.8% | -4.9% |
| 6M | +10.2% | +61.0% | -50.8% | -4.7% |
| YTD | -16.7% | +10.7% | -27.4% | -20.3% |
| 1Y | -3.8% | -7.2% | +3.4% | +1.0% |
| All | -3.8% | -8.5% | +4.8% | +1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling