+1,304.8%
AXON vs CG
+290.3%
+1,014.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -0.7% | -17.5% | -17.9% |
| 7D | -26.8% | -1.2% | -25.6% | -26.2% |
| 30D | -22.9% | +5.0% | -27.9% | -24.6% |
| 3M | -40.1% | -18.2% | -21.9% | -33.9% |
| 6M | -18.9% | -20.7% | +1.8% | -9.8% |
| YTD | -44.9% | -31.4% | -13.5% | -34.6% |
| 1Y | -46.7% | -22.3% | -24.4% | -40.6% |
| 3Y | +44.3% | +50.2% | -5.8% | +7.2% |
| 5Y | +71.4% | -22.1% | +93.4% | +72.9% |
| All | +1,304.8% | +290.3% | +1,014.6% | +680.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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