+1,163.4%
CVNA vs AXP
+115.2%
+1,048.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +1.3% |
| 7D | -1.6% | -0.1% | -1.5% | -1.4% |
| 30D | +24.9% | +4.4% | +20.4% | +19.7% |
| 3M | -1.8% | -6.4% | +4.6% | +5.7% |
| 6M | +3.5% | +4.2% | -0.6% | -1.0% |
| YTD | -14.3% | -12.4% | -1.9% | -1.8% |
| 1Y | +13.6% | -11.1% | +24.7% | +27.2% |
| 3Y | +1,163.4% | +114.9% | +1,048.6% | +264.8% |
| All | +1,163.4% | +115.2% | +1,048.2% | +264.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling