+38.8%
AXON vs CBOE
+113.1%
-74.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.4% | -3.6% | +0.5% |
| 7D | -27.4% | +6.0% | -33.3% | -26.4% |
| 30D | -28.5% | +19.9% | -48.4% | -25.5% |
| 3M | -49.3% | +28.4% | -77.6% | -46.2% |
| 6M | -25.0% | +5.2% | -30.2% | -24.4% |
| YTD | -46.7% | +46.4% | -93.1% | -41.6% |
| 1Y | -48.3% | +41.8% | -90.1% | -43.7% |
| 3Y | +38.8% | +114.4% | -75.6% | +59.3% |
| All | +38.8% | +113.1% | -74.3% | +59.3% |
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