+13.0%
CVNA vs AXP
-11.2%
+24.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.3% |
| 7D | -4.8% | -2.9% | -1.9% | -2.2% |
| 30D | +24.1% | +3.7% | +20.4% | +20.9% |
| 3M | +2.6% | -4.9% | +7.5% | +7.1% |
| 6M | -3.1% | +4.1% | -7.2% | -5.9% |
| YTD | -12.5% | -11.7% | -0.8% | -8.0% |
| 1Y | +13.0% | -11.7% | +24.7% | +19.2% |
| All | +13.0% | -11.2% | +24.2% | +19.2% |
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