+3,189.2%
CVNA vs STM
+206.3%
+2,982.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.4% | -4.6% | -4.5% |
| 7D | +2.4% | -7.9% | +10.4% | +7.2% |
| 30D | +14.6% | -14.1% | +28.7% | +25.1% |
| 3M | -1.5% | -17.6% | +16.1% | +8.4% |
| 6M | -6.3% | -24.2% | +17.9% | -2.3% |
| YTD | -13.5% | +73.3% | -86.8% | -55.0% |
| 1Y | +13.3% | +90.1% | -76.8% | -45.4% |
| 3Y | +1,150.8% | +10.3% | +1,140.4% | +715.9% |
| 5Y | +27.1% | -5.7% | +32.8% | +3.1% |
| All | +3,189.2% | +206.3% | +2,982.9% | +1,034.3% |
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