-48.3%
AXON vs CBOE
+43.6%
-91.8%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.4% | -3.6% | +0.4% |
| 7D | -27.4% | +6.0% | -33.3% | -26.6% |
| 30D | -28.5% | +19.9% | -48.4% | -26.1% |
| 3M | -49.3% | +28.4% | -77.6% | -46.8% |
| 6M | -25.0% | +5.2% | -30.2% | -25.7% |
| YTD | -46.7% | +46.4% | -93.1% | -46.8% |
| 1Y | -48.3% | +41.8% | -90.1% | -48.2% |
| All | -48.3% | +43.6% | -91.8% | -48.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling