+76.4%
AXON vs CNH
+4.2%
+72.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -3.9% | -5.9% | -9.5% |
| 7D | -12.7% | -0.4% | -12.3% | -12.6% |
| 30D | -8.6% | -15.2% | +6.6% | -7.6% |
| 3M | -37.2% | +4.3% | -41.5% | -37.8% |
| 6M | +0.5% | +10.1% | -9.5% | -1.1% |
| YTD | -32.6% | +23.2% | -55.8% | -35.5% |
| 1Y | -40.2% | +8.5% | -48.7% | -41.8% |
| All | +76.4% | +4.2% | +72.3% | +69.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling