+3,206.8%
CVNA vs STRL
+4,952.6%
-1,745.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.3% | -1.2% |
| 7D | -1.0% | +8.2% | -9.2% | -4.0% |
| 30D | -1.0% | -6.3% | +5.3% | +0.7% |
| 3M | +5.5% | -41.2% | +46.7% | +23.6% |
| 6M | +11.8% | +20.4% | -8.5% | -13.5% |
| YTD | -13.0% | +61.7% | -74.7% | -42.6% |
| 1Y | -2.1% | +72.7% | -74.8% | -38.9% |
| 3Y | +681.6% | +530.9% | +150.7% | +137.3% |
| 5Y | +11.6% | +2,125.4% | -2,113.8% | -81.7% |
| All | +3,206.8% | +4,952.6% | -1,745.8% | +272.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling