+7.9%
CVNA vs APLD
-41.4%
+49.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.4% | +1.3% | -3.3% |
| 7D | -1.7% | +19.6% | -21.3% | -4.4% |
| 30D | +17.3% | -24.5% | +41.8% | +21.3% |
| 3M | -2.3% | -45.6% | +43.3% | +6.0% |
| 6M | -3.9% | -61.4% | +57.5% | +9.4% |
| YTD | -16.1% | -30.9% | +14.8% | -16.9% |
| 1Y | +7.9% | -35.8% | +43.7% | +7.6% |
| All | +7.9% | -41.4% | +49.4% | +7.6% |
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 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