+1,874.2%
AXON vs CG
+362.4%
+1,511.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.6% | -2.5% | -3.4% |
| 7D | -14.2% | -4.3% | -9.8% | -12.1% |
| 30D | -15.4% | -5.1% | -10.3% | -13.1% |
| 3M | +0.5% | +8.7% | -8.2% | -3.6% |
| 6M | -9.5% | -9.2% | -0.3% | -6.0% |
| YTD | -9.2% | -18.9% | +9.7% | -0.7% |
| 1Y | -29.4% | -25.6% | -3.7% | -19.9% |
| 3Y | +139.4% | +57.3% | +82.1% | +74.6% |
| 5Y | +178.9% | +10.2% | +168.7% | +135.7% |
| All | +1,874.2% | +362.4% | +1,511.8% | +857.1% |
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