+695.6%
CVNA vs STZ
-50.3%
+745.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.6% | +5.8% | +1.7% |
| 7D | +3.5% | -7.4% | +10.9% | +5.7% |
| 30D | +5.5% | -10.9% | +16.3% | +8.9% |
| 3M | +7.6% | -13.4% | +21.0% | +11.7% |
| 6M | +17.6% | -16.2% | +33.8% | +22.4% |
| YTD | -11.5% | -10.4% | -1.0% | -11.1% |
| 1Y | +0.4% | -14.8% | +15.1% | +2.6% |
| 3Y | +695.6% | -50.1% | +745.7% | +907.1% |
| All | +695.6% | -50.3% | +745.9% | +907.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling