+1,134.5%
ASML vs CVNA
+2,580.4%
-1,445.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.4% |
| 7D | +4.9% | -1.6% | +6.6% | +5.2% |
| 30D | -9.3% | +24.9% | -34.1% | -12.1% |
| 3M | -19.0% | -1.8% | -17.2% | -19.3% |
| 6M | -5.2% | +3.5% | -8.8% | -6.8% |
| YTD | +40.6% | -14.3% | +54.9% | +41.0% |
| 1Y | +47.5% | +13.6% | +33.9% | +42.5% |
| 3Y | +133.9% | +1,163.4% | -1,029.6% | +56.9% |
| 5Y | +83.8% | +22.9% | +60.9% | +41.5% |
| All | +1,134.5% | +2,580.4% | -1,445.9% | +483.5% |
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