+2,940.9%
STX vs CVNA
+2,618.9%
+322.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.3% | -1.9% |
| 7D | +9.6% | -1.0% | +10.6% | +9.7% |
| 30D | +10.6% | -1.0% | +11.6% | +10.6% |
| 3M | +4.8% | +5.5% | -0.7% | +3.5% |
| 6M | +137.3% | +11.8% | +125.4% | +132.2% |
| YTD | +222.5% | -13.0% | +235.5% | +222.8% |
| 1Y | +366.2% | -2.1% | +368.3% | +359.3% |
| 3Y | +1,352.9% | +681.6% | +671.3% | +1,017.9% |
| 5Y | +1,077.4% | +11.6% | +1,065.8% | +839.1% |
| All | +2,940.9% | +2,618.9% | +322.0% | +1,450.5% |
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