+138.7%
AXON vs CBOE
+103.4%
+35.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | 0.0% | -4.1% | -4.2% |
| 7D | -14.2% | -3.6% | -10.5% | -15.0% |
| 30D | -15.4% | +5.1% | -20.5% | -13.9% |
| 3M | +0.5% | +4.6% | -4.1% | +2.2% |
| 6M | -9.5% | -0.3% | -9.2% | -9.2% |
| YTD | -9.2% | +19.8% | -29.0% | -5.0% |
| 1Y | -29.4% | +28.4% | -57.7% | -24.7% |
| All | +138.7% | +103.4% | +35.3% | +147.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling