+3,159.9%
CVNA vs STM
+220.2%
+2,939.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +1.8% |
| 7D | -1.6% | +12.0% | -13.6% | -9.0% |
| 30D | +24.9% | -0.4% | +25.2% | +23.1% |
| 3M | -1.8% | -13.2% | +11.4% | +4.4% |
| 6M | +3.5% | -26.1% | +29.6% | +11.4% |
| YTD | -14.3% | +81.2% | -95.4% | -56.7% |
| 1Y | +13.6% | +98.3% | -84.7% | -46.8% |
| 3Y | +1,163.4% | +16.7% | +1,146.7% | +691.0% |
| 5Y | +22.9% | -4.8% | +27.7% | -0.8% |
| All | +3,159.9% | +220.2% | +2,939.7% | +990.5% |
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