+1,060.5%
AXON vs CP
+251.7%
+808.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | -25.6% | -0.7% | -25.0% | -25.3% |
| 30D | -23.9% | +9.6% | -33.5% | -27.1% |
| 3M | -50.4% | +2.2% | -52.7% | -50.8% |
| 6M | -20.0% | +11.1% | -31.1% | -23.9% |
| YTD | -44.5% | +28.2% | -72.6% | -51.1% |
| 1Y | -44.9% | +32.2% | -77.0% | -52.2% |
| 3Y | +44.7% | +35.5% | +9.2% | +19.8% |
| 5Y | +86.7% | +26.8% | +59.9% | +57.3% |
| 10Y | +1,060.5% | +256.9% | +803.6% | +491.5% |
| All | +1,060.5% | +251.7% | +808.8% | +491.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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