+6,221.8%
CVNA vs GEHC
+2.1%
+6,219.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.2% |
| 7D | -7.3% | -7.2% | -0.1% | -2.1% |
| 30D | -4.6% | -11.6% | +7.0% | +4.4% |
| 3M | +2.0% | -0.8% | +2.8% | +1.0% |
| 6M | +11.7% | -11.9% | +23.6% | +20.6% |
| YTD | -18.1% | -21.9% | +3.9% | -3.5% |
| 1Y | -2.4% | -17.8% | +15.5% | +9.3% |
| 3Y | +580.6% | -3.5% | +584.1% | +527.3% |
| All | +6,221.8% | +2.1% | +6,219.7% | +4,095.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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