+1,180.9%
AXON vs CAG
-38.3%
+1,219.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.3% | -3.5% | -3.2% |
| 7D | -28.7% | +4.6% | -33.3% | -29.0% |
| 30D | -28.3% | +14.7% | -43.0% | -29.1% |
| 3M | -46.9% | +2.4% | -49.3% | -47.1% |
| 6M | -24.9% | +10.7% | -35.6% | -25.6% |
| YTD | -46.6% | -5.5% | -41.1% | -46.7% |
| 1Y | -49.7% | -4.6% | -45.1% | -49.8% |
| 3Y | +40.6% | -34.4% | +75.0% | +43.3% |
| 5Y | +71.9% | -39.2% | +111.0% | +76.0% |
| 10Y | +1,180.9% | -39.0% | +1,219.8% | +1,192.7% |
| All | +1,180.9% | -38.3% | +1,219.2% | +1,192.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 10y: compounded portfolio wealth divided by compounded CAG 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…
10y analysis · Full analysis span regression · 6 months rolling