+25.2%
CVNA vs AXP
-6.4%
+31.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.2% | +6.6% | +6.9% |
| 7D | +31.3% | +4.6% | +26.7% | +26.9% |
| 30D | +21.7% | +9.7% | +12.0% | +12.9% |
| 3M | +14.0% | -3.8% | +17.8% | +17.5% |
| 6M | +3.0% | +4.8% | -1.8% | -1.0% |
| YTD | -8.1% | -9.1% | +1.0% | -5.8% |
| 1Y | +25.2% | -6.7% | +31.9% | +26.7% |
| All | +25.2% | -6.4% | +31.6% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP 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 AXP 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