+1,092.8%
STX vs CVNA
+5.9%
+1,086.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +120.7% |
| YTD | +213.9% | -16.7% | +230.6% | +215.5% |
| 1Y | +350.4% | -3.8% | +354.2% | +344.6% |
| 3Y | +1,314.2% | +648.3% | +665.9% | +1,024.0% |
| 5Y | +1,092.8% | +6.6% | +1,086.2% | +981.6% |
| All | +1,092.8% | +5.9% | +1,086.9% | +981.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling