+13.0%
CVNA vs STLD
+292.4%
-279.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +2.6% |
| 7D | +0.7% | +3.1% | -2.4% | -1.3% |
| 30D | +7.4% | -9.0% | +16.3% | +12.9% |
| 3M | +12.7% | -12.4% | +25.1% | +19.8% |
| 6M | +17.9% | +25.5% | -7.6% | -2.8% |
| YTD | -11.6% | +43.6% | -55.2% | -34.5% |
| 1Y | +0.8% | +87.2% | -86.4% | -38.1% |
| 3Y | +633.4% | +135.2% | +498.2% | +271.0% |
| All | +13.0% | +292.4% | -279.4% | -63.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling