+622.4%
CVNA vs APA
+12.6%
+609.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.0% | -4.7% | -2.3% |
| 7D | -1.0% | +0.3% | -1.3% | -1.1% |
| 30D | -1.0% | +9.3% | -10.3% | -2.9% |
| 3M | +5.5% | +23.3% | -17.9% | +0.3% |
| 6M | +11.8% | +39.5% | -27.7% | -0.5% |
| YTD | -13.0% | +87.6% | -100.6% | -30.9% |
| 1Y | -2.1% | +114.2% | -116.4% | -28.0% |
| All | +622.4% | +12.6% | +609.8% | +554.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling