+1,149.4%
ASML vs CVNA
+2,724.4%
-1,575.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.7% | +2.6% | +5.7% |
| 7D | -0.8% | +5.9% | -6.8% | -1.6% |
| 30D | -14.9% | +19.7% | -34.6% | -17.1% |
| 3M | -13.0% | +7.6% | -20.6% | -14.3% |
| 6M | -4.7% | -2.2% | -2.5% | -5.6% |
| YTD | +42.3% | -9.6% | +52.0% | +41.8% |
| 1Y | +49.7% | +25.4% | +24.3% | +42.7% |
| 3Y | +144.3% | +1,152.6% | -1,008.3% | +64.0% |
| 5Y | +86.4% | +28.9% | +57.5% | +42.6% |
| All | +1,149.4% | +2,724.4% | -1,575.0% | +486.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CVNA.
Daily Out/Under-Performance
Portfolio return minus CVNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVNA 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 CVNA 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