+11.7%
CVNA vs STT
+46.5%
-34.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.4% | -4.7% | -4.5% |
| 7D | +2.4% | +1.1% | +1.3% | +1.9% |
| 30D | +14.6% | -1.9% | +16.5% | +16.1% |
| 3M | -1.5% | -7.6% | +6.0% | +3.0% |
| 6M | -6.3% | +16.0% | -22.3% | -19.4% |
| YTD | -13.5% | +36.2% | -49.7% | -35.7% |
| All | +11.7% | +46.5% | -34.8% | -21.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling