+25.2%
CVNA vs AXON
-40.7%
+65.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.8% | +7.0% | +8.2% |
| 7D | +31.3% | +0.2% | +31.1% | +31.4% |
| 30D | +21.7% | +3.0% | +18.7% | +20.8% |
| 3M | +14.0% | -30.1% | +44.2% | +25.5% |
| 6M | +3.0% | +7.7% | -4.7% | -3.8% |
| YTD | -8.1% | -25.3% | +17.2% | +3.5% |
| 1Y | +25.2% | -39.9% | +65.1% | +62.0% |
| All | +25.2% | -40.7% | +65.9% | +62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AXON.
Daily Out/Under-Performance
Portfolio return minus AXON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXON 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 1y: compounded portfolio wealth divided by compounded AXON 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…
1y analysis · Full analysis span regression · 6 months rolling