+3,065.8%
CVNA vs VLO
+744.8%
+2,321.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.9% | -3.4% | -4.0% |
| 7D | -4.3% | +4.0% | -8.3% | -5.3% |
| 30D | -2.4% | +19.0% | -21.4% | -7.2% |
| 3M | +4.5% | +50.0% | -45.5% | -7.6% |
| 6M | +10.2% | +79.1% | -68.9% | -9.1% |
| YTD | -16.7% | +140.3% | -157.0% | -37.7% |
| 1Y | -3.8% | +148.3% | -152.1% | -29.1% |
| 3Y | +648.3% | +194.6% | +453.7% | +416.2% |
| 5Y | +6.6% | +609.6% | -603.0% | -48.3% |
| All | +3,065.8% | +744.8% | +2,321.0% | +1,582.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling