+3,227.5%
CVNA vs STZ
-0.6%
+3,228.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.1% | +1.8% |
| 7D | -4.8% | -0.9% | -3.8% | -4.2% |
| 30D | +24.1% | +14.9% | +9.2% | +13.0% |
| 3M | +2.6% | +8.4% | -5.8% | -3.4% |
| 6M | -3.1% | +2.8% | -5.9% | -6.7% |
| YTD | -12.5% | +7.5% | -20.0% | -21.0% |
| 1Y | +13.0% | +12.5% | +0.4% | -2.0% |
| 3Y | +1,165.3% | -35.4% | +1,200.7% | +1,488.0% |
| 5Y | +29.0% | -29.3% | +58.3% | +60.3% |
| All | +3,227.5% | -0.6% | +3,228.1% | +2,928.5% |
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