+25.2%
CVNA vs VLO
+120.8%
-95.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -5.8% | +14.6% | +7.0% |
| 7D | +31.3% | -6.0% | +37.3% | +29.2% |
| 30D | +21.7% | -12.9% | +34.6% | +17.6% |
| 3M | +14.0% | +18.3% | -4.3% | +19.3% |
| 6M | +3.0% | +46.4% | -43.5% | +13.9% |
| YTD | -8.1% | +127.7% | -135.9% | -2.0% |
| 1Y | +25.2% | +120.6% | -95.4% | +34.0% |
| All | +25.2% | +120.8% | -95.6% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VLO.
Daily Out/Under-Performance
Portfolio return minus VLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLO 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 1y: compounded portfolio wealth divided by compounded VLO 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…
1y analysis · Full analysis span regression · 6 months rolling