+3,206.8%
CVNA vs STLA
-12.5%
+3,219.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -0.5% |
| 7D | -1.0% | +0.4% | -1.4% | -1.4% |
| 30D | -1.0% | -5.2% | +4.2% | +2.1% |
| 3M | +5.5% | -24.9% | +30.3% | +25.7% |
| 6M | +11.8% | -25.2% | +37.0% | +32.7% |
| YTD | -13.0% | -51.4% | +38.4% | +30.1% |
| 1Y | -2.1% | -40.7% | +38.6% | +25.4% |
| 3Y | +681.6% | -66.3% | +747.9% | +1,277.9% |
| 5Y | +11.6% | -63.2% | +74.9% | +86.2% |
| All | +3,206.8% | -12.5% | +3,219.3% | +3,518.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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