+13.6%
CVNA vs ESTC
-47.2%
+60.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.7% | +3.9% | +2.8% |
| 7D | +3.5% | -4.3% | +7.8% | +6.0% |
| 30D | +5.5% | +17.7% | -12.3% | -10.0% |
| 3M | +7.6% | +42.3% | -34.7% | -20.9% |
| 6M | +17.6% | +64.6% | -47.0% | -25.7% |
| YTD | -11.5% | +17.2% | -28.7% | -29.6% |
| 1Y | +0.4% | -4.2% | +4.6% | -9.2% |
| 3Y | +695.6% | +13.5% | +682.1% | +357.9% |
| 5Y | +13.6% | -45.5% | +59.1% | -5.0% |
| All | +13.6% | -47.2% | +60.8% | -5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling