+13.0%
CVNA vs AXP
+118.2%
-105.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +2.9% |
| 7D | +0.7% | -2.1% | +2.9% | +3.3% |
| 30D | +7.4% | -6.5% | +13.9% | +16.0% |
| 3M | +12.7% | +4.6% | +8.0% | +6.0% |
| 6M | +17.9% | +5.4% | +12.5% | +10.2% |
| YTD | -11.6% | -11.1% | -0.5% | +0.3% |
| 1Y | +0.8% | -0.3% | +1.1% | -2.4% |
| 3Y | +633.4% | +111.6% | +521.9% | +171.8% |
| All | +13.0% | +118.2% | -105.2% | -54.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling