+77.7%
AXON vs CNC
-6.2%
+83.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -0.3% |
| 7D | -27.4% | +4.0% | -31.4% | -27.3% |
| 30D | -28.5% | +7.4% | -35.8% | -28.4% |
| 3M | -49.3% | +5.4% | -54.7% | -49.2% |
| 6M | -25.0% | +25.4% | -50.5% | -24.9% |
| YTD | -46.7% | +70.6% | -117.3% | -46.5% |
| 1Y | -48.3% | +104.9% | -153.2% | -47.7% |
| 3Y | +38.8% | -2.3% | +41.2% | +40.9% |
| 5Y | +77.7% | -6.5% | +84.2% | +85.2% |
| All | +77.7% | -6.2% | +83.9% | +85.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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