+1,874.2%
AXON vs CFG
+324.8%
+1,549.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.1% | -4.1% | -4.2% |
| 7D | -14.2% | +1.5% | -15.7% | -14.6% |
| 30D | -15.4% | -3.8% | -11.6% | -14.2% |
| 3M | +0.5% | +11.5% | -11.0% | -3.2% |
| 6M | -9.5% | +19.2% | -28.7% | -15.0% |
| YTD | -9.2% | +23.7% | -32.9% | -16.0% |
| 1Y | -29.4% | +38.8% | -68.2% | -37.4% |
| 3Y | +139.4% | +178.9% | -39.5% | +61.9% |
| 5Y | +178.9% | +101.8% | +77.1% | +105.1% |
| All | +1,874.2% | +324.8% | +1,549.4% | +754.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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