+13.6%
CVNA vs STT
+150.3%
-136.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +1.4% |
| 7D | +3.5% | +2.2% | +1.3% | +1.2% |
| 30D | +5.5% | +3.9% | +1.6% | +0.9% |
| 3M | +7.6% | +19.2% | -11.6% | -12.1% |
| 6M | +17.6% | +60.4% | -42.8% | -30.4% |
| YTD | -11.5% | +51.5% | -62.9% | -44.3% |
| 1Y | +0.4% | +76.3% | -75.9% | -46.3% |
| 3Y | +695.6% | +200.7% | +494.8% | +149.3% |
| 5Y | +13.6% | +157.5% | -143.9% | -62.9% |
| All | +13.6% | +150.3% | -136.7% | -62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 2021-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded STT 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling