+1,846.0%
AXON vs COPX
+606.7%
+1,239.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.9% | -4.0% | -3.4% |
| 7D | -3.3% | +6.0% | -9.3% | -5.4% |
| 30D | -17.8% | +6.4% | -24.3% | -19.7% |
| 3M | +8.3% | +19.3% | -11.0% | +0.7% |
| 6M | -12.4% | +16.2% | -28.6% | -18.7% |
| YTD | -13.7% | +33.2% | -46.9% | -24.7% |
| 1Y | -33.1% | +90.2% | -123.3% | -49.6% |
| 3Y | +128.2% | +175.7% | -47.5% | +40.1% |
| 5Y | +170.5% | +193.1% | -22.6% | +56.3% |
| 10Y | +1,846.0% | +619.4% | +1,226.6% | +493.1% |
| All | +1,846.0% | +606.7% | +1,239.3% | +493.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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