+76.4%
AXON vs CF
+56.6%
+19.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | +6.2% | -16.0% | -9.5% |
| 7D | -12.7% | +0.4% | -13.1% | -12.5% |
| 30D | -8.6% | +2.2% | -10.8% | -8.4% |
| 3M | -37.2% | +2.1% | -39.3% | -37.3% |
| 6M | +0.5% | -6.5% | +7.1% | +0.5% |
| YTD | -32.6% | +55.6% | -88.2% | -37.7% |
| 1Y | -40.2% | +42.3% | -82.5% | -43.9% |
| All | +76.4% | +56.6% | +19.8% | +58.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling