+262.8%
CVNA vs APLD
+255.7%
+7.1%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +7.5% | -3.9% | +2.4% |
| 7D | +5.9% | +3.1% | +2.8% | +5.0% |
| 30D | +19.7% | -29.4% | +49.1% | +25.4% |
| 3M | +7.6% | -42.8% | +50.4% | +16.3% |
| 6M | -2.2% | -59.5% | +57.3% | +9.4% |
| YTD | -9.6% | -31.8% | +22.2% | -10.0% |
| 1Y | +25.4% | -46.0% | +71.5% | +28.4% |
| 3Y | +1,152.6% | +252.0% | +900.6% | +630.3% |
| All | +262.8% | +255.7% | +7.1% | +38.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling