+244.3%
CVNA vs APLD
+239.8%
+4.5%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -5.8% | +7.9% | +3.1% |
| 7D | -1.6% | +2.7% | -4.3% | -2.1% |
| 30D | +24.9% | -21.4% | +46.3% | +28.5% |
| 3M | -1.8% | -47.8% | +46.0% | +7.7% |
| 6M | +3.5% | -64.9% | +68.4% | +18.6% |
| YTD | -14.3% | -34.9% | +20.6% | -14.0% |
| 1Y | +13.6% | -30.7% | +44.3% | +11.8% |
| 3Y | +1,163.4% | +305.3% | +858.1% | +617.4% |
| All | +244.3% | +239.8% | +4.5% | +32.6% |
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