+77.7%
AXON vs CBOE
+194.5%
-116.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.4% | -3.6% | -0.3% |
| 7D | -27.4% | +6.0% | -33.3% | -27.5% |
| 30D | -28.5% | +19.9% | -48.4% | -28.9% |
| 3M | -49.3% | +28.4% | -77.6% | -49.6% |
| 6M | -25.0% | +5.2% | -30.2% | -24.8% |
| YTD | -46.7% | +46.4% | -93.1% | -49.2% |
| 1Y | -48.3% | +41.8% | -90.1% | -50.5% |
| 3Y | +38.8% | +114.4% | -75.6% | +12.4% |
| 5Y | +77.7% | +202.9% | -125.2% | +4.2% |
| All | +77.7% | +194.5% | -116.8% | +4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling