+3,091.0%
CVNA vs AXP
+351.9%
+2,739.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.6% | -2.5% | -2.6% |
| 7D | -1.7% | -2.1% | +0.4% | +0.3% |
| 30D | +17.3% | +2.7% | +14.7% | +15.0% |
| 3M | -2.3% | -7.3% | +5.0% | +5.1% |
| 6M | -3.9% | +1.8% | -5.7% | -5.3% |
| YTD | -16.1% | -13.1% | -3.0% | -4.5% |
| 1Y | +7.9% | -13.7% | +21.6% | +23.1% |
| 3Y | +1,113.4% | +113.1% | +1,000.3% | +518.9% |
| 5Y | +20.3% | +85.9% | -65.6% | -27.0% |
| All | +3,091.0% | +351.9% | +2,739.1% | +760.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling