+683.0%
CVNA vs AXON
+141.6%
+541.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.2% | +5.8% | +3.3% |
| 7D | +0.7% | -14.2% | +14.9% | +6.7% |
| 30D | +7.4% | -15.4% | +22.7% | +13.0% |
| 3M | +12.7% | +0.5% | +12.2% | +9.1% |
| 6M | +17.9% | -9.5% | +27.4% | +17.9% |
| YTD | -11.6% | -9.2% | -2.4% | -12.3% |
| 1Y | +0.8% | -29.4% | +30.1% | +11.6% |
| All | +683.0% | +141.6% | +541.4% | +261.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling