+634.8%
STX vs CVNA
+1,163.8%
-529.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.2% | +3.4% | -0.2% |
| 7D | -17.3% | +2.4% | -19.7% | -17.5% |
| 30D | -35.9% | +14.6% | -50.5% | -37.5% |
| 3M | -37.3% | -1.5% | -35.8% | -37.5% |
| 6M | -35.8% | -6.3% | -29.5% | -36.1% |
| YTD | +82.7% | -13.5% | +96.2% | +81.7% |
| 1Y | +71.6% | +13.3% | +58.3% | +62.5% |
| All | +634.8% | +1,163.8% | -529.0% | +442.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling