+1,163.4%
CVNA vs APLD
+243.4%
+920.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -5.8% | +7.9% | +3.0% |
| 7D | -1.6% | +2.7% | -4.3% | -2.1% |
| 30D | +24.9% | -21.4% | +46.3% | +27.9% |
| 3M | -1.8% | -47.8% | +46.0% | +6.2% |
| 6M | +3.5% | -64.9% | +68.4% | +16.5% |
| YTD | -14.3% | -34.9% | +20.6% | -13.7% |
| 1Y | +13.6% | -30.7% | +44.3% | +12.6% |
| 3Y | +1,163.4% | +305.3% | +858.1% | +540.6% |
| All | +1,163.4% | +243.4% | +920.0% | +540.6% |
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