-29.4%
AXON vs CNH
+29.2%
-58.6%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +4.0% | -8.2% | -4.2% |
| 7D | -14.2% | +23.3% | -37.4% | -14.5% |
| 30D | -15.4% | +33.5% | -48.9% | -16.2% |
| 3M | +0.5% | +32.7% | -32.2% | -0.5% |
| 6M | -9.5% | +22.2% | -31.7% | -11.2% |
| YTD | -9.2% | +57.7% | -66.9% | -17.8% |
| 1Y | -29.4% | +28.0% | -57.4% | -32.0% |
| All | -29.4% | +29.2% | -58.6% | -32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 1y: compounded portfolio wealth divided by compounded CNH 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…
1y analysis · Full analysis span regression · 6 months rolling