+1,304.8%
AXON vs CCI
+51.9%
+1,252.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -2.6% | -15.6% | -17.5% |
| 7D | -26.8% | -0.1% | -26.7% | -26.7% |
| 30D | -22.9% | +28.4% | -51.3% | -27.7% |
| 3M | -40.1% | +20.0% | -60.1% | -42.9% |
| 6M | -18.9% | +0.8% | -19.7% | -19.5% |
| YTD | -44.9% | +3.6% | -48.5% | -45.9% |
| 1Y | -46.7% | +6.1% | -52.8% | -48.1% |
| 3Y | +44.3% | +7.2% | +37.1% | +34.9% |
| 5Y | +71.4% | -37.0% | +108.4% | +91.8% |
| All | +1,304.8% | +51.9% | +1,252.9% | +1,628.2% |
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