+28.9%
CVNA vs ALHC
-62.5%
+91.4%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.0% | +4.6% | +4.0% |
| 7D | +5.9% | +3.9% | +2.1% | +4.4% |
| 30D | +19.7% | -3.6% | +23.3% | +20.3% |
| 3M | +7.6% | -49.4% | +57.0% | +35.7% |
| 6M | -2.2% | -59.5% | +57.3% | +26.3% |
| YTD | -9.6% | -63.2% | +53.5% | +18.4% |
| 1Y | +25.4% | -55.5% | +80.9% | +50.0% |
| 3Y | +1,152.6% | +23.0% | +1,129.6% | +585.7% |
| 5Y | +28.9% | -65.7% | +94.6% | +10.6% |
| All | +28.9% | -62.5% | +91.4% | +10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling