+1,846.0%
AXON vs CBOE
+385.3%
+1,460.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -3.0% |
| 7D | -3.3% | -0.8% | -2.6% | -3.2% |
| 30D | -17.8% | +2.7% | -20.5% | -18.4% |
| 3M | +8.3% | +0.7% | +7.6% | +7.4% |
| 6M | -12.4% | -2.0% | -10.4% | -13.8% |
| YTD | -13.7% | +17.1% | -30.9% | -19.0% |
| 1Y | -33.1% | +26.5% | -59.6% | -38.6% |
| 3Y | +128.2% | +96.1% | +32.1% | +76.3% |
| 5Y | +170.5% | +149.3% | +21.2% | +89.7% |
| 10Y | +1,846.0% | +386.5% | +1,459.5% | +1,015.8% |
| All | +1,846.0% | +385.3% | +1,460.6% | +1,015.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 10y: compounded portfolio wealth divided by compounded CBOE 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…
10y analysis · Full analysis span regression · 6 months rolling