+1,874.2%
AXON vs CNP
+137.5%
+1,736.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.8% | -3.4% | -3.9% |
| 7D | -14.2% | +1.1% | -15.3% | -14.5% |
| 30D | -15.4% | -1.8% | -13.6% | -15.0% |
| 3M | +0.5% | -4.6% | +5.1% | +1.7% |
| 6M | -9.5% | -8.8% | -0.7% | -7.3% |
| YTD | -9.2% | +5.2% | -14.4% | -11.8% |
| 1Y | -29.4% | +8.3% | -37.7% | -32.4% |
| 3Y | +139.4% | +54.9% | +84.5% | +97.4% |
| 5Y | +178.9% | +73.5% | +105.4% | +116.8% |
| All | +1,874.2% | +137.5% | +1,736.7% | +1,116.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 10y: compounded portfolio wealth divided by compounded CNP 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…
10y analysis · Full analysis span regression · 6 months rolling