+622.4%
CVNA vs STLA
-66.8%
+689.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -0.9% |
| 7D | -1.0% | +0.4% | -1.4% | -1.3% |
| 30D | -1.0% | -5.2% | +4.2% | +1.1% |
| 3M | +5.5% | -24.9% | +30.3% | +18.8% |
| 6M | +11.8% | -25.2% | +37.0% | +25.9% |
| YTD | -13.0% | -51.4% | +38.4% | +14.9% |
| 1Y | -2.1% | -40.7% | +38.6% | +16.3% |
| All | +622.4% | -66.8% | +689.2% | +927.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling