+1,007.0%
CVNA vs APLD
+185.8%
+821.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +9.7% | -7.7% | +0.7% |
| 7D | +7.7% | -12.7% | +20.4% | +9.3% |
| 30D | +17.2% | -34.7% | +51.9% | +23.4% |
| 3M | +7.7% | -46.1% | +53.8% | +16.0% |
| 6M | -5.5% | -64.9% | +59.3% | +6.2% |
| YTD | -12.8% | -36.6% | +23.7% | -11.9% |
| 1Y | +26.8% | -50.0% | +76.8% | +31.0% |
| 3Y | +1,007.0% | +190.1% | +816.9% | +588.6% |
| All | +1,007.0% | +185.8% | +821.1% | +588.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling