+3,065.8%
CVNA vs STZ
-15.3%
+3,081.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.9% | -6.1% | -5.5% |
| 7D | -4.3% | -4.1% | -0.2% | -1.9% |
| 30D | -2.4% | -7.6% | +5.2% | +2.7% |
| 3M | +4.5% | -12.3% | +16.8% | +12.7% |
| 6M | +10.2% | -16.3% | +26.5% | +20.9% |
| YTD | -16.7% | -8.4% | -8.4% | -16.0% |
| 1Y | -3.8% | -10.8% | +7.1% | -1.6% |
| 3Y | +648.3% | -49.0% | +697.3% | +1,026.5% |
| 5Y | +6.6% | -36.5% | +43.0% | +42.4% |
| All | +3,065.8% | -15.3% | +3,081.1% | +3,117.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 10y: compounded portfolio wealth divided by compounded STZ 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…
10y analysis · Full analysis span regression · 6 months rolling