+11.6%
CVNA vs STZ
-38.0%
+49.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.2% | -2.1% |
| 7D | -1.0% | -6.0% | +5.0% | +2.8% |
| 30D | -1.0% | -8.9% | +7.9% | +5.0% |
| 3M | +5.5% | -12.6% | +18.0% | +13.7% |
| 6M | +11.8% | -17.2% | +29.0% | +23.1% |
| YTD | -13.0% | -10.0% | -3.0% | -12.4% |
| 1Y | -2.1% | -14.3% | +12.2% | +2.0% |
| 3Y | +681.6% | -49.9% | +731.5% | +1,203.9% |
| 5Y | +11.6% | -38.2% | +49.9% | +75.6% |
| All | +11.6% | -38.0% | +49.6% | +75.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling