+391.7%
APP vs CVNA
+36.7%
+355.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.6% | +1.8% |
| 7D | +0.9% | +0.7% | +0.1% | +0.7% |
| 30D | -23.3% | +7.4% | -30.6% | -24.8% |
| 3M | -42.6% | +12.7% | -55.3% | -44.8% |
| 6M | -33.6% | +17.9% | -51.5% | -36.9% |
| YTD | -52.4% | -11.6% | -40.8% | -51.2% |
| 1Y | -35.9% | +0.8% | -36.6% | -37.0% |
| 3Y | +642.2% | +633.4% | +8.8% | +339.6% |
| 5Y | +311.1% | +13.5% | +297.6% | +210.7% |
| All | +391.7% | +36.7% | +355.0% | +225.9% |
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