-33.1%
AXON vs CAI
-31.0%
-2.1%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.2% | +0.1% | -2.2% |
| 7D | -3.3% | -3.1% | -0.2% | -2.5% |
| 30D | -17.8% | +2.7% | -20.5% | -18.5% |
| 3M | +8.3% | +41.7% | -33.4% | -2.3% |
| 6M | -12.4% | +26.5% | -38.8% | -19.1% |
| YTD | -13.7% | -10.9% | -2.8% | -11.8% |
| 1Y | -33.1% | -29.2% | -3.8% | -27.6% |
| All | -33.1% | -31.0% | -2.1% | -27.6% |
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