+20.3%
CVNA vs APA
+90.7%
-70.4%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.0% | -6.1% | -4.6% |
| 7D | -1.7% | +9.6% | -11.3% | -4.0% |
| 30D | +17.3% | -0.2% | +17.5% | +16.7% |
| 3M | -2.3% | +19.8% | -22.1% | -7.9% |
| 6M | -3.9% | +30.1% | -34.0% | -12.7% |
| YTD | -16.1% | +100.4% | -116.5% | -36.4% |
| 1Y | +7.9% | +105.2% | -97.3% | -19.5% |
| 3Y | +1,113.4% | +44.6% | +1,068.8% | +857.2% |
| 5Y | +20.3% | +88.8% | -68.5% | -16.0% |
| All | +20.3% | +90.7% | -70.4% | -16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling