+6,730.0%
CVNA vs GEHC
+6.6%
+6,723.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.0% | +3.2% | +2.4% |
| 7D | +3.5% | -5.2% | +8.7% | +7.5% |
| 30D | +5.5% | -7.0% | +12.4% | +11.2% |
| 3M | +7.6% | +3.3% | +4.3% | +3.4% |
| 6M | +17.6% | -10.0% | +27.6% | +25.1% |
| YTD | -11.5% | -18.5% | +7.0% | +1.0% |
| 1Y | +0.4% | -14.4% | +14.8% | +8.9% |
| 3Y | +695.6% | +3.4% | +692.1% | +594.2% |
| All | +6,730.0% | +6.6% | +6,723.4% | +4,289.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling