+182.3%
AXON vs CCI
-51.4%
+233.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.9% | -2.3% | -3.9% |
| 7D | -14.2% | -0.4% | -13.8% | -14.1% |
| 30D | -15.4% | +2.7% | -18.1% | -15.8% |
| 3M | +0.5% | -18.2% | +18.7% | +3.9% |
| 6M | -9.5% | -14.8% | +5.3% | -7.2% |
| YTD | -9.2% | -12.6% | +3.4% | -7.6% |
| 1Y | -29.4% | -16.7% | -12.6% | -27.6% |
| 3Y | +139.4% | -10.5% | +149.9% | +132.3% |
| All | +182.3% | -51.4% | +233.7% | +219.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling