+1,046.6%
AXON vs CF
+479.1%
+567.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.6% | +2.7% |
| 7D | +0.8% | +4.8% | -4.0% | -0.1% |
| 30D | -22.8% | +4.7% | -27.5% | -23.6% |
| 3M | -48.8% | +7.4% | -56.2% | -49.8% |
| 6M | -16.3% | +0.6% | -16.9% | -17.5% |
| YTD | -44.5% | +64.1% | -108.6% | -51.9% |
| 1Y | -43.4% | +51.4% | -94.8% | -50.1% |
| 3Y | +44.3% | +67.8% | -23.5% | +21.3% |
| 5Y | +85.1% | +114.1% | -29.0% | +37.5% |
| All | +1,046.6% | +479.1% | +567.5% | +564.3% |
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