+2,471.0%
AXON vs CNH
+28.6%
+2,442.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -3.9% | -5.9% | -8.6% |
| 7D | -12.7% | -0.4% | -12.3% | -12.5% |
| 30D | -8.6% | -15.2% | +6.6% | -4.0% |
| 3M | -37.2% | +4.3% | -41.5% | -39.1% |
| 6M | +0.5% | +10.1% | -9.5% | -5.0% |
| YTD | -32.6% | +23.2% | -55.8% | -39.7% |
| 1Y | -40.2% | +8.5% | -48.7% | -44.2% |
| 3Y | +76.1% | +4.1% | +72.0% | +59.0% |
| 5Y | +109.5% | -17.8% | +127.3% | +101.5% |
| 10Y | +1,640.5% | +113.3% | +1,527.2% | +992.2% |
| All | +2,471.0% | +28.6% | +2,442.3% | +1,745.8% |
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 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