+86.7%
AXON vs CDW
-1.8%
+88.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.2% | +2.1% | +3.4% |
| 7D | -25.6% | +2.6% | -28.2% | -26.3% |
| 30D | -23.9% | +20.4% | -44.3% | -29.4% |
| 3M | -50.4% | +28.5% | -78.9% | -55.5% |
| 6M | -20.0% | +70.6% | -90.6% | -36.6% |
| YTD | -44.5% | +29.1% | -73.6% | -51.9% |
| 1Y | -44.9% | +23.8% | -68.7% | -51.4% |
| 3Y | +44.7% | -14.5% | +59.2% | +46.3% |
| 5Y | +86.7% | -1.6% | +88.3% | +63.1% |
| All | +86.7% | -1.8% | +88.5% | +63.1% |
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