-20.0%
AXON vs CNI
+16.1%
-36.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.6% | +3.6% | +3.8% |
| 7D | -25.6% | -1.1% | -24.5% | -25.0% |
| 30D | -23.9% | +7.6% | -31.5% | -26.1% |
| 3M | -50.4% | +1.6% | -52.0% | -50.3% |
| 6M | -20.0% | +16.6% | -36.6% | -23.3% |
| All | -20.0% | +16.1% | -36.1% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 6mo: compounded portfolio wealth divided by compounded CNI 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…
6mo analysis · Full analysis span regression · 6 months rolling