+527.5%
APP vs CVNA
+32.6%
+494.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.2% | +1.8% | +3.4% |
| 7D | +4.6% | -1.6% | +6.2% | +5.1% |
| 30D | +56.0% | +24.9% | +31.2% | +45.9% |
| 3M | +30.8% | -1.8% | +32.6% | +29.8% |
| 6M | -9.8% | +3.5% | -13.3% | -12.3% |
| YTD | -39.3% | -14.3% | -25.0% | -37.8% |
| 1Y | -26.4% | +13.6% | -40.0% | -30.0% |
| 3Y | +887.9% | +1,163.4% | -275.5% | +420.8% |
| 5Y | +264.1% | +22.9% | +241.2% | +173.0% |
| All | +527.5% | +32.6% | +494.9% | +314.8% |
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