+3,259.9%
CVNA vs STZ
-12.3%
+3,272.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +2.1% |
| 7D | +0.7% | -1.9% | +2.7% | +2.0% |
| 30D | +7.4% | -1.9% | +9.2% | +8.7% |
| 3M | +12.7% | -6.2% | +18.9% | +16.4% |
| 6M | +17.9% | -14.0% | +31.9% | +27.3% |
| YTD | -11.6% | -5.1% | -6.5% | -12.7% |
| 1Y | +0.8% | -9.6% | +10.3% | +2.4% |
| 3Y | +633.4% | -47.2% | +680.7% | +982.7% |
| 5Y | +13.5% | -33.6% | +47.1% | +47.4% |
| All | +3,259.9% | -12.3% | +3,272.2% | +3,245.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling