+3,189.2%
CVNA vs APH
+861.2%
+2,328.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.9% | -3.3% | -3.2% |
| 7D | +2.4% | -5.0% | +7.5% | +6.6% |
| 30D | +14.6% | -8.4% | +22.9% | +22.6% |
| 3M | -1.5% | -4.5% | +3.0% | -2.0% |
| 6M | -6.3% | +25.3% | -31.6% | -36.4% |
| YTD | -13.5% | +18.9% | -32.4% | -41.5% |
| 1Y | +13.3% | +11.9% | +1.4% | -17.9% |
| 3Y | +1,150.8% | +278.0% | +872.8% | +46.9% |
| 5Y | +27.1% | +306.4% | -279.3% | -84.4% |
| All | +3,189.2% | +861.2% | +2,328.0% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 APH 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