-48.1%
AXON vs CNH
+33.2%
-81.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +10.9% | -14.0% | -2.8% |
| 7D | -28.7% | +8.6% | -37.3% | -28.5% |
| 30D | -28.3% | +12.6% | -40.9% | -28.0% |
| 3M | -46.9% | +17.5% | -64.4% | -47.0% |
| 6M | -24.9% | +18.1% | -43.0% | -25.3% |
| YTD | -46.6% | +40.4% | -87.0% | -52.5% |
| All | -48.1% | +33.2% | -81.3% | -53.4% |
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