+3,265.8%
CVNA vs APTV
-30.0%
+3,295.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.6% | +4.8% | +3.7% |
| 7D | +3.5% | +2.0% | +1.6% | +1.7% |
| 30D | +5.5% | -7.7% | +13.2% | +11.5% |
| 3M | +7.6% | -34.0% | +41.6% | +43.6% |
| 6M | +17.6% | -37.1% | +54.7% | +57.2% |
| YTD | -11.5% | -39.9% | +28.4% | +21.5% |
| 1Y | +0.4% | -44.4% | +44.8% | +47.1% |
| 3Y | +695.6% | -54.5% | +750.1% | +1,191.3% |
| 5Y | +13.6% | -69.1% | +82.7% | +170.7% |
| All | +3,265.8% | -30.0% | +3,295.7% | +6,103.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded APTV 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling