+1,852.6%
AXON vs CP
+220.9%
+1,631.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.3% | -4.5% | -4.3% |
| 7D | -14.2% | -2.7% | -11.5% | -12.9% |
| 30D | -15.4% | +0.2% | -15.6% | -15.2% |
| 3M | +0.5% | +2.6% | -2.1% | -0.7% |
| 6M | -9.5% | +6.0% | -15.5% | -12.3% |
| YTD | -9.2% | +24.9% | -34.1% | -19.1% |
| 1Y | -29.4% | +20.1% | -49.5% | -35.9% |
| 3Y | +139.4% | +16.4% | +123.0% | +114.6% |
| 5Y | +178.9% | +31.7% | +147.2% | +129.1% |
| All | +1,852.6% | +220.9% | +1,631.7% | +896.6% |
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