+40.6%
AXON vs CDW
-18.4%
+58.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +4.8% | -8.0% | -4.5% |
| 7D | -28.7% | +9.3% | -38.0% | -30.4% |
| 30D | -28.3% | +15.8% | -44.1% | -31.1% |
| 3M | -46.9% | +21.8% | -68.7% | -49.8% |
| 6M | -24.9% | +58.8% | -83.6% | -33.6% |
| YTD | -46.6% | +22.8% | -69.4% | -50.7% |
| 1Y | -49.7% | +17.9% | -67.6% | -52.9% |
| 3Y | +40.6% | -17.4% | +58.0% | +36.3% |
| All | +40.6% | -18.4% | +58.9% | +36.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling