-35.9%
APP vs CVNA
+2.4%
-38.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.6% | +1.5% |
| 7D | +0.9% | +0.7% | +0.1% | +0.5% |
| 30D | -23.3% | +7.4% | -30.6% | -26.0% |
| 3M | -42.6% | +12.7% | -55.3% | -46.6% |
| 6M | -33.6% | +17.9% | -51.5% | -39.9% |
| YTD | -52.4% | -11.6% | -40.8% | -51.3% |
| 1Y | -35.9% | +0.8% | -36.6% | -36.3% |
| All | -35.9% | +2.4% | -38.2% | -36.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling