+4,432.7%
AXON vs CF
+5,277.9%
-845.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | +6.2% | -16.0% | -11.5% |
| 7D | -12.7% | +0.4% | -13.1% | -13.1% |
| 30D | -8.6% | +2.2% | -10.8% | -9.6% |
| 3M | -37.2% | +2.1% | -39.3% | -38.4% |
| 6M | +0.5% | -6.5% | +7.1% | +0.1% |
| YTD | -32.6% | +55.6% | -88.2% | -43.4% |
| 1Y | -40.2% | +42.3% | -82.5% | -48.5% |
| 3Y | +76.1% | +55.7% | +20.4% | +43.6% |
| 5Y | +109.5% | +122.4% | -13.0% | +43.6% |
| 10Y | +1,640.5% | +568.5% | +1,071.9% | +656.2% |
| All | +4,432.7% | +5,277.9% | -845.2% | +644.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling