+600.8%
CVNA vs GH
+480.1%
+120.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.4% | +0.3% |
| 7D | +3.5% | -2.1% | +5.6% | +4.4% |
| 30D | +5.5% | -4.5% | +9.9% | +7.0% |
| 3M | +7.6% | +28.9% | -21.3% | -5.5% |
| 6M | +17.6% | +76.5% | -58.9% | -11.4% |
| YTD | -11.5% | +57.6% | -69.1% | -30.1% |
| 1Y | +0.4% | +167.5% | -167.2% | -40.8% |
| 3Y | +695.6% | +377.4% | +318.2% | +195.7% |
| 5Y | +13.6% | +23.8% | -10.2% | -27.0% |
| All | +600.8% | +480.1% | +120.7% | +192.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling