+108.6%
ASML vs CVNA
+13.0%
+95.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.6% | +2.6% | +4.0% |
| 7D | +1.1% | +0.7% | +0.4% | +1.0% |
| 30D | +2.2% | +7.4% | -5.2% | +1.2% |
| 3M | -2.3% | +12.7% | -15.0% | -4.1% |
| 6M | +23.0% | +17.9% | +5.0% | +19.8% |
| YTD | +61.1% | -11.6% | +72.7% | +61.5% |
| 1Y | +129.1% | +0.8% | +128.4% | +125.4% |
| 3Y | +165.4% | +633.4% | -468.1% | +105.1% |
| All | +108.6% | +13.0% | +95.6% | +140.6% |
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