+138.7%
AXON vs CAH
+194.6%
-55.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.6% | -3.6% | -4.1% |
| 7D | -14.2% | +5.4% | -19.5% | -14.7% |
| 30D | -15.4% | +3.3% | -18.7% | -15.7% |
| 3M | +0.5% | +22.8% | -22.3% | -1.4% |
| 6M | -9.5% | +11.3% | -20.8% | -10.2% |
| YTD | -9.2% | +21.1% | -30.3% | -11.1% |
| 1Y | -29.4% | +67.2% | -96.6% | -35.6% |
| All | +138.7% | +194.6% | -55.9% | +83.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling