+13.4%
CVNA vs STT
+153.4%
-140.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.4% |
| 7D | +0.7% | +0.5% | +0.3% | +0.2% |
| 30D | +7.4% | +3.9% | +3.5% | +2.8% |
| 3M | +12.7% | +20.0% | -7.3% | -8.5% |
| 6M | +17.9% | +55.3% | -37.4% | -27.7% |
| YTD | -11.6% | +53.3% | -65.0% | -45.1% |
| 1Y | +0.8% | +74.7% | -73.9% | -45.5% |
| 3Y | +633.4% | +205.8% | +427.6% | +126.0% |
| All | +13.4% | +153.4% | -140.0% | -63.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling