+3,091.0%
CVNA vs VLO
+721.8%
+2,369.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.1% | -7.2% | -4.9% |
| 7D | -1.7% | +6.8% | -8.5% | -3.4% |
| 30D | +17.3% | -17.9% | +35.2% | +22.8% |
| 3M | -2.3% | +13.5% | -15.8% | -7.0% |
| 6M | -3.9% | +53.0% | -56.9% | -16.9% |
| YTD | -16.1% | +133.7% | -149.8% | -37.5% |
| 1Y | +7.9% | +115.7% | -107.7% | -17.7% |
| 3Y | +1,113.4% | +231.9% | +881.5% | +699.7% |
| 5Y | +20.3% | +471.6% | -451.3% | -37.5% |
| All | +3,091.0% | +721.8% | +2,369.2% | +1,588.2% |
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