+44.3%
AXON vs CAG
-34.1%
+78.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -1.7% | -16.4% | -18.3% |
| 7D | -26.8% | +5.8% | -32.6% | -26.5% |
| 30D | -22.9% | +16.4% | -39.3% | -22.0% |
| 3M | -40.1% | +3.8% | -43.9% | -40.0% |
| 6M | -18.9% | +10.8% | -29.7% | -18.2% |
| YTD | -44.9% | -5.8% | -39.1% | -46.0% |
| 1Y | -46.7% | -2.4% | -44.3% | -47.4% |
| 3Y | +44.3% | -33.4% | +77.8% | +24.6% |
| All | +44.3% | -34.1% | +78.4% | +24.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling