+182.3%
AXON vs CDW
-19.1%
+201.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.0% | -3.2% | -3.8% |
| 7D | -14.2% | +3.2% | -17.3% | -15.2% |
| 30D | -15.4% | +9.3% | -24.7% | -18.7% |
| 3M | +0.5% | +9.8% | -9.3% | -4.1% |
| 6M | -9.5% | +23.3% | -32.8% | -19.5% |
| YTD | -9.2% | +13.7% | -22.9% | -16.9% |
| 1Y | -29.4% | -6.5% | -22.9% | -29.2% |
| 3Y | +139.4% | -25.2% | +164.7% | +157.5% |
| All | +182.3% | -19.1% | +201.4% | +180.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling