+5,751.9%
AXON vs COPX
+131.8%
+5,620.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.8% | +3.5% | +4.0% |
| 7D | -25.6% | -1.5% | -24.1% | -25.3% |
| 30D | -23.9% | -14.0% | -9.9% | -19.8% |
| 3M | -50.4% | -17.1% | -33.3% | -47.2% |
| 6M | -20.0% | -15.9% | -4.1% | -16.4% |
| YTD | -44.5% | +2.6% | -47.1% | -47.3% |
| 1Y | -44.9% | +21.6% | -66.5% | -51.2% |
| 3Y | +44.7% | +142.7% | -98.0% | -8.7% |
| 5Y | +86.7% | +122.2% | -35.5% | +18.9% |
| 10Y | +1,060.5% | +338.8% | +721.7% | +393.3% |
| All | +5,751.9% | +131.8% | +5,620.1% | +2,667.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling