+1,076.4%
ASML vs CVNA
+2,624.8%
-1,548.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.1% | +3.0% | +4.7% |
| 7D | -9.0% | +7.7% | -16.7% | -10.0% |
| 30D | -21.0% | +17.2% | -38.2% | -22.8% |
| 3M | -16.3% | +7.7% | -23.9% | -17.6% |
| 6M | -7.5% | -5.5% | -2.0% | -8.0% |
| YTD | +34.0% | -12.8% | +46.8% | +34.1% |
| 1Y | +39.3% | +26.8% | +12.5% | +32.5% |
| 3Y | +128.9% | +1,007.0% | -878.1% | +55.9% |
| 5Y | +76.1% | +23.5% | +52.6% | +35.6% |
| All | +1,076.4% | +2,624.8% | -1,548.5% | +454.8% |
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 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