+176.9%
AXON vs CAG
-40.6%
+217.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -2.0% |
| 7D | -2.5% | -5.3% | +2.8% | -2.7% |
| 30D | -11.5% | +1.0% | -12.5% | -11.5% |
| 3M | +7.3% | +17.4% | -10.1% | +8.2% |
| 6M | -11.9% | -16.8% | +4.9% | -13.9% |
| YTD | -11.0% | -6.8% | -4.2% | -11.9% |
| 1Y | -31.8% | -15.4% | -16.4% | -32.9% |
| 3Y | +135.4% | -37.1% | +172.5% | +127.1% |
| 5Y | +176.9% | -41.3% | +218.1% | +179.1% |
| All | +176.9% | -40.6% | +217.5% | +179.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling