+25.2%
CVNA vs STRL
-30.1%
+55.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -21.5% | +30.3% | +10.0% |
| 7D | +31.3% | -27.1% | +58.4% | +33.4% |
| 30D | +21.7% | -45.8% | +67.5% | +26.8% |
| 3M | +14.0% | -47.6% | +61.6% | +19.0% |
| 6M | +3.0% | -46.4% | +49.4% | +3.5% |
| YTD | -8.1% | -7.4% | -0.7% | -22.9% |
| 1Y | +25.2% | -25.9% | +51.0% | +12.5% |
| All | +25.2% | -30.1% | +55.3% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 1y: compounded portfolio wealth divided by compounded STRL 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…
1y analysis · Full analysis span regression · 6 months rolling