+1,986.6%
AVGO vs CVNA
+2,662.6%
-676.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | 0.0% |
| 7D | -3.0% | +0.7% | -3.7% | -3.1% |
| 30D | -14.4% | +7.4% | -21.8% | -15.4% |
| 3M | -14.4% | +12.7% | -27.1% | -16.3% |
| 6M | +13.1% | +17.9% | -4.8% | +9.6% |
| YTD | +3.8% | -11.6% | +15.4% | +3.8% |
| 1Y | +17.8% | +0.8% | +17.0% | +15.3% |
| 3Y | +325.3% | +633.4% | -308.2% | +215.4% |
| 5Y | +689.9% | +13.5% | +676.5% | +542.8% |
| All | +1,986.6% | +2,662.6% | -676.0% | +938.3% |
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 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