+2,010.4%
AVGO vs CVNA
+2,461.5%
-451.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.5% |
| 7D | +1.1% | -7.3% | +8.4% | +2.1% |
| 30D | -13.0% | -4.6% | -8.4% | -12.7% |
| 3M | -6.0% | +2.0% | -7.9% | -6.8% |
| 6M | +6.4% | +11.7% | -5.4% | +3.8% |
| YTD | +5.0% | -18.1% | +23.0% | +6.0% |
| 1Y | +1.4% | -2.4% | +3.8% | -0.3% |
| 3Y | +336.8% | +580.6% | -243.8% | +227.1% |
| 5Y | +698.2% | +4.9% | +693.3% | +556.0% |
| All | +2,010.4% | +2,461.5% | -451.1% | +960.1% |
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