+3,259.9%
CVNA vs STRL
+4,864.2%
-1,604.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.8% | -4.2% | -0.6% |
| 7D | +0.7% | +3.4% | -2.7% | -0.6% |
| 30D | +7.4% | -9.2% | +16.6% | +10.5% |
| 3M | +12.7% | -51.0% | +63.7% | +41.7% |
| 6M | +17.9% | +15.8% | +2.2% | -7.4% |
| YTD | -11.6% | +58.9% | -70.5% | -41.3% |
| 1Y | +0.8% | +68.5% | -67.8% | -36.5% |
| 3Y | +633.4% | +485.2% | +148.2% | +130.6% |
| 5Y | +13.5% | +2,005.1% | -1,991.6% | -81.0% |
| All | +3,259.9% | +4,864.2% | -1,604.3% | +280.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling