+1,189.6%
CVNA vs ESTC
+13.7%
+1,175.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.1% |
| 7D | -4.8% | -2.6% | -2.1% | -3.7% |
| 30D | +24.1% | -8.6% | +32.7% | +27.3% |
| 3M | +2.6% | +14.4% | -11.8% | -5.2% |
| 6M | -3.1% | +73.3% | -76.4% | -25.3% |
| YTD | -12.5% | +15.7% | -28.2% | -21.4% |
| 1Y | +13.0% | -7.6% | +20.6% | +11.3% |
| All | +1,189.6% | +13.7% | +1,175.9% | +1,005.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling