+5,868.4%
AXON vs CDW
+903.1%
+4,965.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.0% | -3.2% | -3.7% |
| 7D | -14.2% | +3.2% | -17.3% | -15.4% |
| 30D | -15.4% | +9.3% | -24.7% | -19.4% |
| 3M | +0.5% | +9.8% | -9.3% | -5.0% |
| 6M | -9.5% | +23.3% | -32.8% | -21.3% |
| YTD | -9.2% | +13.7% | -22.9% | -18.6% |
| 1Y | -29.4% | -6.5% | -22.9% | -30.2% |
| 3Y | +139.4% | -25.2% | +164.7% | +157.0% |
| 5Y | +178.9% | -19.5% | +198.4% | +181.8% |
| 10Y | +1,840.8% | +285.8% | +1,555.0% | +748.6% |
| All | +5,868.4% | +903.1% | +4,965.3% | +2,099.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling