+38.8%
AXON vs CNP
+65.1%
-26.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.2% |
| 7D | -27.4% | -3.0% | -24.3% | -27.3% |
| 30D | -28.5% | +6.8% | -35.3% | -28.5% |
| 3M | -49.3% | +3.6% | -52.9% | -49.3% |
| 6M | -25.0% | 0.0% | -25.0% | -25.2% |
| YTD | -46.7% | +9.4% | -56.1% | -47.6% |
| 1Y | -48.3% | +6.8% | -55.1% | -48.9% |
| 3Y | +38.8% | +64.2% | -25.3% | +25.5% |
| All | +38.8% | +65.1% | -26.3% | +25.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling