+41.7%
CVNA vs ALHC
-31.6%
+73.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.2% | +1.4% | -0.6% |
| 7D | -1.0% | -4.1% | +3.1% | +0.5% |
| 30D | -1.0% | -5.4% | +4.4% | +1.0% |
| 3M | +5.5% | -32.1% | +37.6% | +17.6% |
| 6M | +11.8% | -28.5% | +40.3% | +17.8% |
| YTD | -13.0% | -34.0% | +21.0% | -6.5% |
| 1Y | -2.1% | -20.9% | +18.8% | -3.0% |
| 3Y | +681.6% | +151.5% | +530.1% | +250.7% |
| 5Y | +11.6% | -28.8% | +40.5% | -18.7% |
| All | +41.7% | -31.6% | +73.3% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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