+2,003.5%
AXON vs CNH
+32.2%
+1,971.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | +2.8% | -20.9% | -19.0% |
| 7D | -26.8% | -1.7% | -25.1% | -26.5% |
| 30D | -22.9% | -7.2% | -15.7% | -21.4% |
| 3M | -40.1% | +6.5% | -46.6% | -42.3% |
| 6M | -18.9% | +7.9% | -26.8% | -22.9% |
| YTD | -44.9% | +26.6% | -71.5% | -51.2% |
| 1Y | -46.7% | +13.8% | -60.4% | -51.1% |
| 3Y | +44.3% | +9.2% | +35.1% | +28.0% |
| 5Y | +71.4% | -15.6% | +87.0% | +63.1% |
| 10Y | +1,324.0% | +119.2% | +1,204.8% | +784.4% |
| All | +2,003.5% | +32.2% | +1,971.3% | +1,394.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling