+3,214.0%
CVNA vs APH
+796.7%
+2,417.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.1% | -2.1% | -2.4% |
| 7D | +7.7% | -5.9% | +13.7% | +13.2% |
| 30D | +17.2% | -14.8% | +32.0% | +36.2% |
| 3M | +7.7% | -12.4% | +20.1% | +18.2% |
| 6M | -5.5% | +8.1% | -13.6% | -23.8% |
| YTD | -12.8% | +10.9% | -23.8% | -36.1% |
| 1Y | +26.8% | +8.8% | +18.0% | -5.7% |
| 3Y | +1,007.0% | +262.1% | +744.9% | +35.0% |
| 5Y | +23.5% | +283.1% | -259.7% | -83.7% |
| All | +3,214.0% | +796.7% | +2,417.2% | +40.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling