+1,180.9%
AXON vs CCI
+51.6%
+1,129.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.3% | -2.9% |
| 7D | -28.7% | +0.9% | -29.7% | -28.8% |
| 30D | -28.3% | +10.3% | -38.6% | -30.0% |
| 3M | -46.9% | +17.9% | -64.8% | -49.2% |
| 6M | -24.9% | -0.5% | -24.4% | -25.2% |
| YTD | -46.6% | +2.7% | -49.3% | -47.5% |
| 1Y | -49.7% | +3.1% | -52.8% | -50.6% |
| 3Y | +40.6% | +8.0% | +32.6% | +30.8% |
| 5Y | +71.9% | -37.8% | +109.6% | +93.4% |
| 10Y | +1,180.9% | +56.5% | +1,124.3% | +1,484.6% |
| All | +1,180.9% | +51.6% | +1,129.2% | +1,484.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 10y: compounded portfolio wealth divided by compounded CCI 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…
10y analysis · Full analysis span regression · 6 months rolling