+71.9%
AXON vs CFG
+68.3%
+3.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.9% | -6.1% | -4.1% |
| 7D | -28.7% | +0.3% | -29.0% | -28.7% |
| 30D | -28.3% | +3.2% | -31.5% | -28.9% |
| 3M | -46.9% | -9.7% | -37.2% | -45.2% |
| 6M | -24.9% | +3.6% | -28.5% | -25.7% |
| YTD | -46.6% | +14.7% | -61.3% | -49.2% |
| 1Y | -49.7% | +29.6% | -79.2% | -54.0% |
| 3Y | +40.6% | +190.6% | -150.0% | -4.9% |
| 5Y | +71.9% | +67.1% | +4.8% | +40.1% |
| All | +71.9% | +68.3% | +3.5% | +40.1% |
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