+13.6%
CVNA vs STM
+20.9%
-7.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.5% |
| 7D | +3.5% | +5.2% | -1.7% | +0.1% |
| 30D | +5.5% | -7.4% | +12.8% | +10.1% |
| 3M | +7.6% | -30.6% | +38.2% | +30.4% |
| 6M | +17.6% | +66.4% | -48.8% | -34.4% |
| YTD | -11.5% | +101.1% | -112.6% | -59.5% |
| 1Y | +0.4% | +97.4% | -97.0% | -54.9% |
| 3Y | +695.6% | +21.1% | +674.4% | +409.3% |
| 5Y | +13.6% | +22.5% | -8.9% | -24.9% |
| All | +13.6% | +20.9% | -7.3% | -24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling