+1,007.0%
CVNA vs STLD
+105.6%
+901.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +1.8% |
| 7D | +7.7% | -11.1% | +18.9% | +14.5% |
| 30D | +17.2% | -4.8% | +22.0% | +20.1% |
| 3M | +7.7% | -14.6% | +22.2% | +15.9% |
| 6M | -5.5% | -7.4% | +1.9% | -5.4% |
| YTD | -12.8% | +32.6% | -45.4% | -32.4% |
| 1Y | +26.8% | +47.3% | -20.5% | -8.8% |
| 3Y | +1,007.0% | +107.5% | +899.4% | +460.0% |
| All | +1,007.0% | +105.6% | +901.3% | +460.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling