+3,159.9%
CVNA vs STRL
+2,883.6%
+276.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.1% | +5.2% | +3.3% |
| 7D | -1.6% | +15.7% | -17.3% | -7.0% |
| 30D | +24.9% | -35.5% | +60.3% | +41.9% |
| 3M | -1.8% | -47.1% | +45.3% | +18.7% |
| 6M | +3.5% | -65.8% | +69.3% | +40.4% |
| YTD | -14.3% | -4.5% | -9.7% | -34.0% |
| 1Y | +13.6% | -10.5% | +24.1% | -10.6% |
| 3Y | +1,163.4% | +340.6% | +822.8% | +320.4% |
| 5Y | +22.9% | +911.0% | -888.1% | -73.7% |
| All | +3,159.9% | +2,883.6% | +276.3% | +328.2% |
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