+1,152.6%
CVNA vs STRL
+337.2%
+815.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +15.0% | -11.3% | -0.2% |
| 7D | +5.9% | -13.3% | +19.3% | +7.9% |
| 30D | +19.7% | -43.3% | +63.0% | +36.5% |
| 3M | +7.6% | -46.9% | +54.5% | +23.8% |
| 6M | -2.2% | -65.6% | +63.4% | +24.0% |
| YTD | -9.6% | -5.1% | -4.6% | -32.1% |
| 1Y | +25.4% | -23.1% | +48.5% | +3.3% |
| 3Y | +1,152.6% | +346.8% | +805.8% | +205.1% |
| All | +1,152.6% | +337.2% | +815.5% | +205.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling