+3,259.9%
CVNA vs STLA
-8.1%
+3,268.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +0.8% |
| 7D | +0.7% | +2.6% | -1.8% | -1.1% |
| 30D | +7.4% | -1.2% | +8.6% | +8.0% |
| 3M | +12.7% | -24.8% | +37.5% | +34.2% |
| 6M | +17.9% | -25.6% | +43.5% | +40.4% |
| YTD | -11.6% | -48.9% | +37.3% | +28.1% |
| 1Y | +0.8% | -38.8% | +39.5% | +26.6% |
| 3Y | +633.4% | -64.5% | +698.0% | +1,152.4% |
| 5Y | +13.5% | -62.4% | +75.9% | +86.7% |
| All | +3,259.9% | -8.1% | +3,268.0% | +3,461.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling