+695.6%
CVNA vs STRL
+531.3%
+164.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -3.1% | -0.7% |
| 7D | +3.5% | +10.1% | -6.6% | +0.7% |
| 30D | +5.5% | -8.2% | +13.7% | +7.5% |
| 3M | +7.6% | -43.7% | +51.3% | +24.1% |
| 6M | +17.6% | +27.1% | -9.5% | -8.5% |
| YTD | -11.5% | +64.0% | -75.5% | -40.1% |
| 1Y | +0.4% | +75.2% | -74.8% | -35.8% |
| 3Y | +695.6% | +539.9% | +155.7% | +130.2% |
| All | +695.6% | +531.3% | +164.3% | +130.2% |
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 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