+1,714.8%
STX vs CVNA
+2,580.4%
-865.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.2% | -5.3% | -3.3% |
| 7D | +14.6% | -1.6% | +16.2% | +14.8% |
| 30D | -26.0% | +24.9% | -50.8% | -27.9% |
| 3M | -42.6% | -1.8% | -40.8% | -42.8% |
| 6M | -35.3% | +3.5% | -38.8% | -36.2% |
| YTD | +92.5% | -14.3% | +106.7% | +92.4% |
| 1Y | +102.4% | +13.6% | +88.8% | +96.3% |
| 3Y | +673.8% | +1,163.4% | -489.6% | +470.8% |
| 5Y | +463.1% | +22.9% | +440.2% | +342.9% |
| All | +1,714.8% | +2,580.4% | -865.6% | +824.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling