+2,859.9%
STX vs CVNA
+2,503.0%
+356.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.3% | +1.6% | -2.2% |
| 7D | +8.0% | -4.3% | +12.3% | +8.5% |
| 30D | +5.1% | -2.4% | +7.5% | +5.2% |
| 3M | +5.8% | +4.5% | +1.2% | +4.6% |
| 6M | +124.9% | +10.2% | +114.7% | +120.6% |
| YTD | +213.9% | -16.7% | +230.6% | +215.7% |
| 1Y | +350.4% | -3.8% | +354.2% | +344.6% |
| 3Y | +1,314.2% | +648.3% | +665.9% | +993.3% |
| 5Y | +1,092.8% | +6.6% | +1,086.2% | +856.1% |
| All | +2,859.9% | +2,503.0% | +356.9% | +1,416.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CVNA.
Daily Out/Under-Performance
Portfolio return minus CVNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVNA 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CVNA 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling