+1,028.0%
AXON vs CDW
+329.6%
+698.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.1% | -1.6% |
| 7D | -27.4% | +13.1% | -40.5% | -31.8% |
| 30D | -28.5% | +19.1% | -47.6% | -34.6% |
| 3M | -49.3% | +24.7% | -74.0% | -55.0% |
| 6M | -25.0% | +63.4% | -88.4% | -42.6% |
| YTD | -46.7% | +26.3% | -73.0% | -55.1% |
| 1Y | -48.3% | +20.6% | -68.8% | -55.3% |
| 3Y | +38.8% | -16.3% | +55.1% | +39.8% |
| 5Y | +77.7% | -3.9% | +81.6% | +61.9% |
| 10Y | +1,028.0% | +331.5% | +696.5% | +390.4% |
| All | +1,028.0% | +329.6% | +698.5% | +390.4% |
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