+13.6%
CVNA vs AXON
+177.9%
-164.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +1.4% |
| 7D | +3.5% | -2.5% | +6.0% | +4.7% |
| 30D | +5.5% | -11.5% | +16.9% | +11.6% |
| 3M | +7.6% | +7.3% | +0.3% | -2.5% |
| 6M | +17.6% | -11.9% | +29.5% | +17.7% |
| YTD | -11.5% | -11.0% | -0.5% | -13.7% |
| 1Y | +0.4% | -31.8% | +32.1% | +16.2% |
| 3Y | +695.6% | +135.4% | +560.2% | +161.0% |
| 5Y | +13.6% | +176.9% | -163.3% | -78.5% |
| All | +13.6% | +177.9% | -164.3% | -78.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling