+28.9%
CVNA vs STM
-9.8%
+38.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +6.8% | -3.1% | -0.7% |
| 7D | +5.9% | -5.6% | +11.5% | +8.8% |
| 30D | +19.7% | -14.4% | +34.1% | +30.7% |
| 3M | +7.6% | -20.5% | +28.1% | +20.9% |
| 6M | -2.2% | -24.5% | +22.4% | +1.2% |
| YTD | -9.6% | +72.7% | -82.3% | -56.1% |
| 1Y | +25.4% | +91.0% | -65.6% | -44.5% |
| 3Y | +1,152.6% | +13.5% | +1,139.1% | +656.1% |
| 5Y | +28.9% | -9.2% | +38.1% | -1.9% |
| All | +28.9% | -9.8% | +38.7% | -1.9% |
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