+176.9%
AXON vs CBOE
+151.5%
+25.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -2.0% |
| 7D | -2.5% | -4.6% | +2.2% | -2.4% |
| 30D | -11.5% | +2.6% | -14.1% | -11.5% |
| 3M | +7.3% | +4.9% | +2.4% | +6.9% |
| 6M | -11.9% | -2.2% | -9.8% | -12.9% |
| YTD | -11.0% | +17.7% | -28.7% | -14.6% |
| 1Y | -31.8% | +26.1% | -57.8% | -35.4% |
| 3Y | +135.4% | +97.1% | +38.3% | +78.3% |
| 5Y | +176.9% | +149.2% | +27.7% | +69.9% |
| All | +176.9% | +151.5% | +25.3% | +69.9% |
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