+506.6%
APP vs CVNA
+33.8%
+472.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.2% | +0.7% | -2.4% |
| 7D | +61.1% | +2.4% | +58.7% | +59.5% |
| 30D | +42.8% | +14.6% | +28.2% | +36.5% |
| 3M | +16.7% | -1.5% | +18.2% | +15.6% |
| 6M | -15.6% | -6.3% | -9.3% | -15.7% |
| YTD | -41.3% | -13.5% | -27.8% | -40.1% |
| 1Y | -39.3% | +13.3% | -52.6% | -42.2% |
| 3Y | +803.2% | +1,150.8% | -347.6% | +377.0% |
| 5Y | +313.2% | +27.1% | +286.1% | +208.2% |
| All | +506.6% | +33.8% | +472.8% | +300.0% |
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