+1,028.0%
AXON vs CAH
+422.4%
+605.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.4% |
| 7D | -27.4% | +9.4% | -36.8% | -29.1% |
| 30D | -28.5% | +16.5% | -45.0% | -31.2% |
| 3M | -49.3% | +17.0% | -66.2% | -51.3% |
| 6M | -25.0% | +51.4% | -76.4% | -32.3% |
| YTD | -46.7% | +36.0% | -82.7% | -51.0% |
| 1Y | -48.3% | +36.0% | -84.3% | -52.4% |
| 3Y | +38.8% | +177.5% | -138.7% | +3.7% |
| 5Y | +77.7% | +509.2% | -431.5% | +5.0% |
| 10Y | +1,028.0% | +408.1% | +619.9% | +544.8% |
| All | +1,028.0% | +422.4% | +605.6% | +544.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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