+3,091.0%
CVNA vs STLA
-36.2%
+3,127.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.1% | +2.0% | -0.2% |
| 7D | -1.7% | -13.1% | +11.3% | +7.3% |
| 30D | +17.3% | -13.3% | +30.6% | +27.4% |
| 3M | -2.3% | -27.9% | +25.6% | +18.0% |
| 6M | -3.9% | -47.8% | +43.9% | +42.0% |
| YTD | -16.1% | -64.6% | +48.5% | +51.0% |
| 1Y | +7.9% | -64.0% | +71.9% | +90.8% |
| 3Y | +1,113.4% | -76.8% | +1,190.3% | +2,605.7% |
| 5Y | +20.3% | -74.2% | +94.5% | +148.7% |
| All | +3,091.0% | -36.2% | +3,127.2% | +4,097.1% |
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 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