+3,259.9%
CVNA vs APA
+11.7%
+3,248.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.2% | +4.8% | +2.5% |
| 7D | +0.7% | +0.5% | +0.2% | +0.5% |
| 30D | +7.4% | +23.4% | -16.0% | +1.0% |
| 3M | +12.7% | +12.7% | 0.0% | +7.8% |
| 6M | +17.9% | +39.4% | -21.5% | +3.8% |
| YTD | -11.6% | +79.0% | -90.6% | -28.5% |
| 1Y | +0.8% | +88.8% | -88.1% | -20.9% |
| 3Y | +633.4% | +6.4% | +627.1% | +559.7% |
| 5Y | +13.5% | +153.0% | -139.5% | -23.8% |
| All | +3,259.9% | +11.7% | +3,248.2% | +1,819.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling