+6,515.2%
CVNA vs GEHC
+32.6%
+6,482.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.7% | +1.1% |
| 7D | -1.6% | +0.8% | -2.4% | -2.1% |
| 30D | +24.9% | +21.3% | +3.5% | +8.7% |
| 3M | -1.8% | +12.6% | -14.4% | -9.9% |
| 6M | +3.5% | +34.3% | -30.8% | -18.1% |
| YTD | -14.3% | +1.4% | -15.7% | -16.6% |
| 1Y | +13.6% | +12.5% | +1.1% | +0.2% |
| 3Y | +1,163.4% | +19.2% | +1,144.2% | +901.6% |
| All | +6,515.2% | +32.6% | +6,482.5% | +3,523.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling