+3,189.2%
CVNA vs AXON
+1,122.4%
+2,066.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.2% | -4.0% | -4.1% |
| 7D | +2.4% | -27.4% | +29.8% | +19.0% |
| 30D | +14.6% | -28.5% | +43.0% | +34.2% |
| 3M | -1.5% | -49.3% | +47.7% | +35.4% |
| 6M | -6.3% | -25.0% | +18.7% | +0.7% |
| YTD | -13.5% | -46.7% | +33.2% | +8.8% |
| 1Y | +13.3% | -48.3% | +61.5% | +44.6% |
| 3Y | +1,150.8% | +38.8% | +1,112.0% | +718.3% |
| 5Y | +27.1% | +77.7% | -50.6% | -29.5% |
| All | +3,189.2% | +1,122.4% | +2,066.8% | +1,076.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling