+1,145.0%
ASML vs CVNA
+2,604.4%
-1,459.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.2% | +3.9% | +0.2% |
| 7D | -2.9% | +2.4% | -5.3% | -3.2% |
| 30D | -15.2% | +14.6% | -29.8% | -16.9% |
| 3M | -12.9% | -1.5% | -11.4% | -13.2% |
| 6M | -5.0% | -6.3% | +1.3% | -5.4% |
| YTD | +41.8% | -13.5% | +55.3% | +42.1% |
| 1Y | +46.0% | +13.3% | +32.8% | +41.1% |
| 3Y | +133.5% | +1,150.8% | -1,017.3% | +56.8% |
| 5Y | +93.0% | +27.1% | +65.9% | +47.8% |
| All | +1,145.0% | +2,604.4% | -1,459.5% | +487.8% |
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