+38.8%
AXON vs CFG
+187.2%
-148.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -27.4% | +0.7% | -28.1% | -27.4% |
| 30D | -28.5% | +2.8% | -31.2% | -28.9% |
| 3M | -49.3% | -10.1% | -39.2% | -47.7% |
| 6M | -25.0% | +3.2% | -28.2% | -25.6% |
| YTD | -46.7% | +14.2% | -60.9% | -48.9% |
| 1Y | -48.3% | +27.4% | -75.7% | -51.9% |
| 3Y | +38.8% | +187.6% | -148.8% | +13.0% |
| All | +38.8% | +187.2% | -148.4% | +13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling