+77.2%
AXON vs CFG
+61.2%
+16.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -0.9% | -17.3% | -17.9% |
| 7D | -26.8% | -0.9% | -25.9% | -26.5% |
| 30D | -22.9% | +1.1% | -24.0% | -23.0% |
| 3M | -40.1% | -12.0% | -28.1% | -37.5% |
| 6M | -18.9% | -2.2% | -16.7% | -18.3% |
| YTD | -44.9% | +11.4% | -56.3% | -47.0% |
| 1Y | -46.7% | +27.8% | -74.5% | -51.0% |
| 3Y | +44.3% | +173.3% | -129.0% | -0.2% |
| All | +77.2% | +61.2% | +16.0% | +46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling