+1,028.0%
AXON vs CNH
+107.8%
+920.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.4% | +4.2% | +1.1% |
| 7D | -27.4% | +4.5% | -31.9% | -28.7% |
| 30D | -28.5% | +7.6% | -36.1% | -30.4% |
| 3M | -49.3% | +17.0% | -66.3% | -52.8% |
| 6M | -25.0% | +12.9% | -38.0% | -30.0% |
| YTD | -46.7% | +34.3% | -81.0% | -54.0% |
| 1Y | -48.3% | +28.5% | -76.8% | -54.7% |
| 3Y | +38.8% | +31.9% | +7.0% | +13.5% |
| 5Y | +77.7% | -9.6% | +87.3% | +64.3% |
| 10Y | +1,028.0% | +106.3% | +921.8% | +528.3% |
| All | +1,028.0% | +107.8% | +920.2% | +528.3% |
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