+2,815.1%
STX vs CVNA
+2,662.6%
+152.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.6% | +4.8% | +6.2% |
| 7D | +2.4% | +0.7% | +1.6% | +2.3% |
| 30D | +1.4% | +7.4% | -6.0% | +0.4% |
| 3M | -8.2% | +12.7% | -20.9% | -10.0% |
| 6M | +127.0% | +17.9% | +109.1% | +120.9% |
| YTD | +209.1% | -11.6% | +220.8% | +208.9% |
| 1Y | +365.4% | +0.8% | +364.7% | +357.1% |
| 3Y | +1,135.4% | +633.4% | +502.0% | +856.7% |
| 5Y | +991.5% | +13.5% | +978.0% | +769.0% |
| All | +2,815.1% | +2,662.6% | +152.5% | +1,383.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling