+1,060.5%
AXON vs CNH
+113.9%
+946.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.9% | +2.4% | +3.7% |
| 7D | -25.6% | +6.7% | -32.3% | -27.4% |
| 30D | -23.9% | +7.2% | -31.1% | -25.9% |
| 3M | -50.4% | +17.5% | -67.9% | -53.9% |
| 6M | -20.0% | +15.0% | -35.0% | -25.7% |
| YTD | -44.5% | +36.8% | -81.2% | -52.4% |
| 1Y | -44.9% | +27.6% | -72.5% | -51.6% |
| 3Y | +44.7% | +34.3% | +10.4% | +17.7% |
| 5Y | +86.7% | -12.2% | +98.9% | +75.3% |
| 10Y | +1,060.5% | +113.9% | +946.6% | +525.3% |
| All | +1,060.5% | +113.9% | +946.6% | +525.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling