+1,304.8%
AXON vs CF
+561.7%
+743.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | +0.7% | -18.9% | -18.3% |
| 7D | -26.8% | -3.2% | -23.7% | -26.5% |
| 30D | -22.9% | +4.3% | -27.2% | -23.8% |
| 3M | -40.1% | +2.8% | -42.9% | -41.0% |
| 6M | -18.9% | +0.6% | -19.5% | -20.3% |
| YTD | -44.9% | +56.6% | -101.5% | -52.1% |
| 1Y | -46.7% | +49.6% | -96.3% | -53.2% |
| 3Y | +44.3% | +61.5% | -17.2% | +21.7% |
| 5Y | +71.4% | +124.0% | -52.6% | +23.8% |
| All | +1,304.8% | +561.7% | +743.1% | +620.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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