+3,015.3%
CVNA vs STM
+252.4%
+2,762.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -2.6% |
| 7D | -7.3% | -1.4% | -5.9% | -6.4% |
| 30D | -4.6% | -4.9% | +0.3% | -1.8% |
| 3M | +2.0% | -34.0% | +36.0% | +29.0% |
| 6M | +11.7% | +51.8% | -40.1% | -30.3% |
| YTD | -18.1% | +99.4% | -117.4% | -60.1% |
| 1Y | -2.4% | +99.1% | -101.4% | -53.6% |
| 3Y | +580.6% | +19.5% | +561.1% | +340.3% |
| 5Y | +4.9% | +19.5% | -14.6% | -26.2% |
| All | +3,015.3% | +252.4% | +2,762.9% | +905.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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