+3,159.9%
CVNA vs STLA
-36.8%
+3,196.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.8% |
| 7D | -1.6% | -13.8% | +12.1% | +8.0% |
| 30D | +24.9% | -10.5% | +35.4% | +32.9% |
| 3M | -1.8% | -28.9% | +27.1% | +19.6% |
| 6M | +3.5% | -49.7% | +53.3% | +56.9% |
| YTD | -14.3% | -64.9% | +50.7% | +55.2% |
| 1Y | +13.6% | -64.0% | +77.6% | +100.7% |
| 3Y | +1,163.4% | -77.4% | +1,240.9% | +2,770.5% |
| 5Y | +22.9% | -74.4% | +97.3% | +155.7% |
| All | +3,159.9% | -36.8% | +3,196.7% | +4,215.4% |
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