-46.1%
AXON vs CNH
+21.1%
-67.2%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.2% | +1.5% | -2.7% |
| 7D | -19.7% | +6.4% | -26.1% | -19.6% |
| 30D | -25.7% | -1.6% | -24.1% | -25.6% |
| 3M | -48.8% | +11.6% | -60.4% | -49.0% |
| 6M | -22.0% | +12.5% | -34.5% | -22.7% |
| YTD | -45.9% | +31.1% | -77.0% | -53.3% |
| 1Y | -46.1% | +17.0% | -63.1% | -50.8% |
| All | -46.1% | +21.1% | -67.2% | -50.8% |
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