+3,265.8%
CVNA vs APH
+881.4%
+2,384.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +1.6% |
| 7D | +3.5% | +0.2% | +3.3% | +3.0% |
| 30D | +5.5% | -3.3% | +8.8% | +8.2% |
| 3M | +7.6% | +14.0% | -6.5% | -12.6% |
| 6M | +17.6% | +24.4% | -6.8% | -16.7% |
| YTD | -11.5% | +21.4% | -32.9% | -38.8% |
| 1Y | +0.4% | +48.9% | -48.6% | -48.9% |
| 3Y | +695.6% | +290.1% | +405.5% | -5.9% |
| 5Y | +13.6% | +352.8% | -339.2% | -87.2% |
| All | +3,265.8% | +881.4% | +2,384.4% | +34.5% |
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