+6.6%
CVNA vs STLA
-63.7%
+70.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.2% | -4.1% | -4.1% |
| 7D | -4.3% | -3.8% | -0.5% | -1.9% |
| 30D | -2.4% | -3.1% | +0.7% | -0.7% |
| 3M | +4.5% | -19.6% | +24.1% | +19.1% |
| 6M | +10.2% | -23.5% | +33.7% | +28.6% |
| YTD | -16.7% | -51.5% | +34.8% | +24.8% |
| 1Y | -3.8% | -39.7% | +35.9% | +20.3% |
| 3Y | +648.3% | -66.3% | +714.6% | +1,210.9% |
| 5Y | +6.6% | -63.1% | +69.7% | +47.1% |
| All | +6.6% | -63.7% | +70.3% | +47.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling