+3,065.8%
CVNA vs ORLY
+399.1%
+2,666.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.6% | -3.9% |
| 7D | -4.3% | -2.1% | -2.1% | -3.1% |
| 30D | -2.4% | -7.6% | +5.2% | +2.1% |
| 3M | +4.5% | -5.5% | +10.0% | +7.2% |
| 6M | +10.2% | -9.7% | +20.0% | +15.5% |
| YTD | -16.7% | -6.2% | -10.5% | -15.6% |
| 1Y | -3.8% | -18.6% | +14.9% | +5.4% |
| 3Y | +648.3% | +33.8% | +614.5% | +462.7% |
| 5Y | +6.6% | +116.5% | -110.0% | -41.8% |
| All | +3,065.8% | +399.1% | +2,666.7% | +1,339.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling