+3,227.5%
CVNA vs STT
+171.0%
+3,056.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | 0.0% |
| 7D | -4.8% | +0.4% | -5.2% | -5.0% |
| 30D | +24.1% | -0.4% | +24.6% | +24.8% |
| 3M | +2.6% | -6.5% | +9.1% | +7.9% |
| 6M | -3.1% | +17.2% | -20.3% | -15.6% |
| YTD | -12.5% | +38.2% | -50.7% | -33.2% |
| 1Y | +13.0% | +49.3% | -36.3% | -18.9% |
| 3Y | +1,165.3% | +181.9% | +983.4% | +477.4% |
| 5Y | +29.0% | +106.9% | -77.9% | -29.4% |
| All | +3,227.5% | +171.0% | +3,056.5% | +1,241.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling