+3,065.8%
CVNA vs APA
+16.3%
+3,049.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.6% | -4.1% |
| 7D | -4.3% | +0.8% | -5.1% | -4.6% |
| 30D | -2.4% | +9.6% | -12.0% | -5.1% |
| 3M | +4.5% | +18.0% | -13.5% | -1.3% |
| 6M | +10.2% | +41.9% | -31.6% | -3.4% |
| YTD | -16.7% | +86.3% | -103.0% | -33.4% |
| 1Y | -3.8% | +97.9% | -101.6% | -25.3% |
| 3Y | +648.3% | +12.8% | +635.5% | +561.9% |
| 5Y | +6.6% | +177.2% | -170.6% | -30.3% |
| All | +3,065.8% | +16.3% | +3,049.4% | +1,688.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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