+25.2%
CVNA vs APLD
-46.0%
+71.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -6.7% | +15.5% | +9.8% |
| 7D | +31.3% | -18.5% | +49.9% | +34.7% |
| 30D | +21.7% | -32.8% | +54.5% | +28.3% |
| 3M | +14.0% | -46.9% | +60.9% | +24.1% |
| 6M | +3.0% | -53.4% | +56.4% | +12.4% |
| YTD | -8.1% | -32.3% | +24.2% | -8.7% |
| 1Y | +25.2% | -46.5% | +71.7% | +31.7% |
| All | +25.2% | -46.0% | +71.2% | +31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APLD.
Daily Out/Under-Performance
Portfolio return minus APLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APLD 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 1y: compounded portfolio wealth divided by compounded APLD 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…
1y analysis · Full analysis span regression · 6 months rolling