+3,259.9%
CVNA vs VLO
+712.5%
+2,547.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +0.7% | +5.2% | -4.5% | -0.7% |
| 30D | +7.4% | +22.6% | -15.2% | +1.1% |
| 3M | +12.7% | +43.8% | -31.1% | +0.8% |
| 6M | +17.9% | +65.7% | -47.8% | -0.5% |
| YTD | -11.6% | +131.1% | -142.7% | -33.2% |
| 1Y | +0.8% | +143.6% | -142.9% | -25.5% |
| 3Y | +633.4% | +201.4% | +432.1% | +402.6% |
| 5Y | +13.5% | +568.9% | -555.4% | -43.9% |
| All | +3,259.9% | +712.5% | +2,547.4% | +1,705.3% |
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