-46.1%
AXON vs CAI
-5.1%
-40.9%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.2% | -0.5% | -2.1% |
| 7D | -19.7% | -8.0% | -11.8% | -18.1% |
| 30D | -25.7% | -18.9% | -6.8% | -22.0% |
| 3M | -48.8% | +7.6% | -56.4% | -50.2% |
| 6M | -22.0% | +43.0% | -64.9% | -30.5% |
| YTD | -45.9% | -11.2% | -34.7% | -44.9% |
| 1Y | -46.1% | -3.3% | -42.8% | -45.6% |
| All | -46.1% | -5.1% | -40.9% | -45.6% |
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