+92.7%
ASML vs CVNA
+29.0%
+63.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.6% | +1.6% |
| 7D | +2.5% | -4.8% | +7.3% | +3.2% |
| 30D | -12.2% | +24.1% | -36.3% | -14.5% |
| 3M | -14.6% | +2.6% | -17.2% | -15.3% |
| 6M | -1.7% | -3.1% | +1.3% | -2.4% |
| YTD | +44.3% | -12.5% | +56.8% | +44.3% |
| 1Y | +51.0% | +13.0% | +38.0% | +46.9% |
| 3Y | +137.6% | +1,165.3% | -1,027.7% | +75.6% |
| 5Y | +92.7% | +29.0% | +63.7% | +89.6% |
| All | +92.7% | +29.0% | +63.7% | +89.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling