+3,159.9%
CVNA vs VLO
+732.5%
+2,427.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | +1.8% |
| 7D | -1.6% | +9.6% | -11.3% | -4.0% |
| 30D | +24.9% | -17.4% | +42.3% | +30.5% |
| 3M | -1.8% | +10.8% | -12.6% | -5.9% |
| 6M | +3.5% | +56.9% | -53.4% | -11.1% |
| YTD | -14.3% | +136.8% | -151.0% | -36.4% |
| 1Y | +13.6% | +120.7% | -107.1% | -14.0% |
| 3Y | +1,163.4% | +231.9% | +931.5% | +733.0% |
| 5Y | +22.9% | +479.0% | -456.1% | -36.3% |
| All | +3,159.9% | +732.5% | +2,427.4% | +1,618.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling