+580.6%
CVNA vs GH
+363.0%
+217.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.4% |
| 7D | -7.3% | -2.5% | -4.8% | -6.9% |
| 30D | -4.6% | -4.7% | +0.1% | -4.0% |
| 3M | +2.0% | +20.2% | -18.3% | -1.6% |
| 6M | +11.7% | +78.8% | -67.0% | +0.4% |
| YTD | -18.1% | +54.1% | -72.1% | -24.6% |
| 1Y | -2.4% | +177.1% | -179.5% | -19.1% |
| 3Y | +580.6% | +371.6% | +209.0% | +414.8% |
| All | +580.6% | +363.0% | +217.6% | +414.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 3y: compounded portfolio wealth divided by compounded GH 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…
3y analysis · Full analysis span regression · 6 months rolling