+39.7%
CVNA vs ALHC
-61.4%
+101.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.9% | +4.0% | +2.8% |
| 7D | -1.6% | +0.3% | -1.9% | -1.9% |
| 30D | +24.9% | -10.6% | +35.4% | +29.1% |
| 3M | -1.8% | -45.3% | +43.5% | +18.7% |
| 6M | +3.5% | -59.7% | +63.2% | +32.3% |
| YTD | -14.3% | -62.7% | +48.5% | +10.2% |
| 1Y | +13.6% | -56.1% | +69.7% | +35.7% |
| 3Y | +1,163.4% | +21.3% | +1,142.2% | +666.7% |
| 5Y | +22.9% | -66.0% | +88.9% | +10.0% |
| All | +39.7% | -61.4% | +101.1% | +16.0% |
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