-48.1%
AXON vs CAI
-2.4%
-45.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.3% | -4.5% | -3.4% |
| 7D | -28.7% | -20.3% | -8.4% | -25.1% |
| 30D | -28.3% | -13.9% | -14.4% | -25.8% |
| 3M | -46.9% | +12.4% | -59.3% | -48.8% |
| 6M | -24.9% | +58.3% | -83.2% | -34.9% |
| YTD | -46.6% | -5.2% | -41.4% | -46.5% |
| All | -48.1% | -2.4% | -45.8% | -48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling