+1,304.8%
AXON vs CDW
+303.2%
+1,001.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -0.9% | -17.3% | -17.8% |
| 7D | -26.8% | +2.1% | -28.9% | -27.6% |
| 30D | -22.9% | +14.7% | -37.7% | -28.1% |
| 3M | -40.1% | +11.1% | -51.2% | -43.8% |
| 6M | -18.9% | +45.6% | -64.5% | -34.1% |
| YTD | -44.9% | +17.1% | -62.0% | -51.7% |
| 1Y | -46.7% | +13.2% | -59.9% | -52.5% |
| 3Y | +44.3% | -22.2% | +66.5% | +50.8% |
| 5Y | +71.4% | -10.1% | +81.5% | +61.4% |
| All | +1,304.8% | +303.2% | +1,001.7% | +609.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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