+1,926.8%
AVGO vs CVNA
+2,580.4%
-653.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +2.2% | -6.9% | -5.0% |
| 7D | +18.2% | -1.6% | +19.8% | +18.3% |
| 30D | +0.2% | +24.9% | -24.6% | -2.8% |
| 3M | -16.8% | -1.8% | -15.0% | -17.1% |
| 6M | -16.5% | +3.5% | -20.0% | -17.9% |
| YTD | +0.8% | -14.3% | +15.1% | +0.8% |
| 1Y | +2.8% | +13.6% | -10.8% | -0.7% |
| 3Y | +278.5% | +1,163.4% | -884.9% | +164.9% |
| 5Y | +573.1% | +22.9% | +550.2% | +437.5% |
| All | +1,926.8% | +2,580.4% | -653.6% | +908.3% |
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