+3,335.1%
CVNA vs STLD
+652.7%
+2,682.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.1% | +1.6% | +2.5% |
| 7D | +5.9% | -9.7% | +15.6% | +11.9% |
| 30D | +19.7% | -4.5% | +24.2% | +22.6% |
| 3M | +7.6% | -13.1% | +20.7% | +14.7% |
| 6M | -2.2% | -2.8% | +0.6% | -3.9% |
| YTD | -9.6% | +35.3% | -45.0% | -27.6% |
| 1Y | +25.4% | +51.4% | -25.9% | -5.9% |
| 3Y | +1,152.6% | +117.9% | +1,034.7% | +652.5% |
| 5Y | +28.9% | +272.6% | -243.7% | -42.4% |
| All | +3,335.1% | +652.7% | +2,682.4% | +854.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 10y: compounded portfolio wealth divided by compounded STLD 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…
10y analysis · Full analysis span regression · 6 months rolling