+6.1%
CVNA vs ORLY
+116.6%
-110.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.8% |
| 7D | -7.3% | -2.4% | -4.9% | -6.2% |
| 30D | -4.6% | -6.8% | +2.2% | -1.2% |
| 3M | +2.0% | -4.8% | +6.7% | +4.0% |
| 6M | +11.7% | -9.1% | +20.8% | +16.3% |
| YTD | -18.1% | -5.9% | -12.2% | -17.3% |
| 1Y | -2.4% | -20.4% | +18.0% | +8.7% |
| 3Y | +580.6% | +36.6% | +544.0% | +360.3% |
| All | +6.1% | +116.6% | -110.6% | -57.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling