+3,214.0%
CVNA vs AXP
+356.1%
+2,857.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +3.2% |
| 7D | +7.7% | +0.6% | +7.1% | +7.4% |
| 30D | +17.2% | +5.8% | +11.4% | +11.5% |
| 3M | +7.7% | -6.0% | +13.7% | +14.2% |
| 6M | -5.5% | +0.3% | -5.8% | -5.7% |
| YTD | -12.8% | -12.3% | -0.6% | -1.8% |
| 1Y | +26.8% | -11.2% | +38.0% | +40.7% |
| 3Y | +1,007.0% | +117.0% | +890.0% | +454.8% |
| 5Y | +23.5% | +93.2% | -69.7% | -27.4% |
| All | +3,214.0% | +356.1% | +2,857.9% | +785.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling