+13.6%
CVNA vs AXP
-12.6%
+26.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +1.5% |
| 7D | -1.6% | -0.1% | -1.5% | -1.4% |
| 30D | +24.9% | +4.4% | +20.4% | +21.1% |
| 3M | -1.8% | -6.4% | +4.6% | +3.9% |
| 6M | +3.5% | +4.2% | -0.6% | +0.6% |
| YTD | -14.3% | -12.4% | -1.9% | -9.5% |
| 1Y | +13.6% | -11.1% | +24.7% | +20.3% |
| All | +13.6% | -12.6% | +26.2% | +20.3% |
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