-46.1%
AXON vs CFG
+27.4%
-73.5%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -2.3% |
| 7D | -19.7% | +1.6% | -21.3% | -20.2% |
| 30D | -25.7% | +3.3% | -29.0% | -26.3% |
| 3M | -48.8% | -11.5% | -37.3% | -46.7% |
| 6M | -22.0% | +6.2% | -28.2% | -22.9% |
| YTD | -45.9% | +14.3% | -60.2% | -49.1% |
| 1Y | -46.1% | +26.7% | -72.8% | -51.9% |
| All | -46.1% | +27.4% | -73.5% | -51.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling