+3,015.3%
CVNA vs ORLY
+400.9%
+2,614.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.8% |
| 7D | -7.3% | -2.4% | -4.9% | -6.0% |
| 30D | -4.6% | -6.8% | +2.2% | -0.8% |
| 3M | +2.0% | -4.8% | +6.7% | +4.1% |
| 6M | +11.7% | -9.1% | +20.8% | +16.6% |
| YTD | -18.1% | -5.9% | -12.2% | -17.1% |
| 1Y | -2.4% | -20.4% | +18.0% | +8.5% |
| 3Y | +580.6% | +36.6% | +544.0% | +405.2% |
| 5Y | +4.9% | +117.3% | -112.4% | -42.9% |
| All | +3,015.3% | +400.9% | +2,614.4% | +1,313.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ORLY.
Daily Out/Under-Performance
Portfolio return minus ORLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ORLY 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 ORLY 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