+6,324.1%
CVNA vs GEHC
+2.6%
+6,321.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.4% | -2.8% | -3.2% |
| 7D | -4.3% | -7.9% | +3.6% | +1.6% |
| 30D | -2.4% | -11.7% | +9.3% | +7.0% |
| 3M | +4.5% | +0.8% | +3.7% | +2.2% |
| 6M | +10.2% | -11.6% | +21.8% | +18.6% |
| YTD | -16.7% | -21.6% | +4.8% | -2.2% |
| 1Y | -3.8% | -15.3% | +11.5% | +4.9% |
| 3Y | +648.3% | -0.5% | +648.8% | +571.9% |
| All | +6,324.1% | +2.6% | +6,321.6% | +4,148.6% |
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