+1,020.1%
ASML vs CVNA
+2,569.6%
-1,549.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -7.1% | -2.3% | -8.4% |
| 7D | -19.0% | +5.5% | -24.6% | -19.7% |
| 30D | -25.9% | +12.8% | -38.8% | -27.3% |
| 3M | -19.1% | +3.7% | -22.8% | -20.0% |
| 6M | -5.7% | -4.9% | -0.8% | -6.3% |
| YTD | +27.6% | -14.6% | +42.2% | +28.0% |
| 1Y | +30.8% | +16.4% | +14.4% | +25.8% |
| 3Y | +116.2% | +1,016.5% | -900.3% | +47.1% |
| 5Y | +67.7% | +21.0% | +46.7% | +29.4% |
| All | +1,020.1% | +2,569.6% | -1,549.5% | +429.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling