+44.0%
CVNA vs ALHC
-28.9%
+72.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +0.7% | -0.6% | +1.3% | +0.9% |
| 30D | +7.4% | -1.0% | +8.4% | +7.5% |
| 3M | +12.7% | -10.2% | +22.8% | +11.0% |
| 6M | +17.9% | -28.3% | +46.2% | +24.3% |
| YTD | -11.6% | -31.4% | +19.8% | -6.3% |
| 1Y | +0.8% | -16.9% | +17.7% | -2.0% |
| 3Y | +633.4% | +135.5% | +498.0% | +244.3% |
| 5Y | +13.5% | -33.6% | +47.1% | -17.0% |
| All | +44.0% | -28.9% | +72.9% | -1.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling