+592.3%
CVNA vs ESTC
+31.2%
+561.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.5% | +6.1% | +4.6% |
| 7D | +0.7% | -8.1% | +8.9% | +5.8% |
| 30D | +7.4% | +31.7% | -24.3% | -14.2% |
| 3M | +12.7% | +41.1% | -28.4% | -14.9% |
| 6M | +17.9% | +77.1% | -59.1% | -26.7% |
| YTD | -11.6% | +21.7% | -33.3% | -30.4% |
| 1Y | +0.8% | +8.4% | -7.6% | -16.4% |
| 3Y | +633.4% | +23.6% | +609.8% | +344.7% |
| 5Y | +13.5% | -46.5% | +59.9% | +25.7% |
| All | +592.3% | +31.2% | +561.2% | +282.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling