-59.4%
AXON vs CAI
-6.6%
-52.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -3.1% | -15.1% | -17.5% |
| 7D | -26.8% | -26.5% | -0.3% | -22.3% |
| 30D | -22.9% | -6.9% | -16.0% | -21.6% |
| 3M | -40.1% | +26.1% | -66.2% | -43.2% |
| 6M | -18.9% | +31.9% | -50.8% | -24.8% |
| YTD | -44.9% | -6.5% | -38.4% | -46.1% |
| 1Y | -46.7% | +2.5% | -49.2% | -48.5% |
| All | -59.4% | -6.6% | -52.8% | -60.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling