+711.1%
AVGO vs CVNA
+12.1%
+699.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.6% | -1.0% |
| 7D | -0.8% | -1.0% | +0.2% | -0.7% |
| 30D | -13.7% | -1.0% | -12.7% | -13.8% |
| 3M | -6.9% | +5.5% | -12.4% | -7.9% |
| 6M | +5.8% | +11.8% | -6.0% | +3.7% |
| YTD | +5.7% | -13.0% | +18.7% | +5.9% |
| 1Y | +9.0% | -2.1% | +11.1% | +7.5% |
| 3Y | +340.5% | +681.6% | -341.1% | +254.3% |
| 5Y | +711.1% | +11.6% | +699.4% | +737.6% |
| All | +711.1% | +12.1% | +699.0% | +737.6% |
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