+1,854.5%
AXON vs CAG
-36.5%
+1,891.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.9% |
| 7D | -2.5% | -5.3% | +2.8% | -2.1% |
| 30D | -11.5% | +1.0% | -12.5% | -11.6% |
| 3M | +7.3% | +17.4% | -10.1% | +6.1% |
| 6M | -11.9% | -16.8% | +4.9% | -11.1% |
| YTD | -11.0% | -6.8% | -4.2% | -11.0% |
| 1Y | -31.8% | -15.4% | -16.4% | -31.3% |
| 3Y | +135.4% | -37.1% | +172.5% | +141.2% |
| 5Y | +176.9% | -41.3% | +218.1% | +184.8% |
| 10Y | +1,854.5% | -35.5% | +1,889.9% | +1,799.3% |
| All | +1,854.5% | -36.5% | +1,891.0% | +1,799.3% |
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