+859.6%
AXTI vs CVNA
+2,461.5%
-1,601.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.4% |
| 7D | +5.1% | -7.3% | +12.4% | +6.6% |
| 30D | -17.5% | -4.6% | -12.9% | -17.0% |
| 3M | -26.7% | +2.0% | -28.7% | -27.8% |
| 6M | +36.8% | +11.7% | +25.0% | +31.6% |
| YTD | +296.1% | -18.1% | +314.2% | +301.5% |
| 1Y | +1,810.6% | -2.4% | +1,813.0% | +1,781.9% |
| 3Y | +2,587.6% | +580.6% | +2,007.0% | +1,699.9% |
| 5Y | +601.7% | +4.9% | +596.9% | +412.1% |
| All | +859.6% | +2,461.5% | -1,601.9% | +388.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CVNA.
Daily Out/Under-Performance
Portfolio return minus CVNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVNA 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 10y: compounded portfolio wealth divided by compounded CVNA 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…
10y analysis · Full analysis span regression · 6 months rolling