+1,046.6%
AXON vs CP
+257.3%
+789.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.2% | +2.9% |
| 7D | +0.8% | +2.1% | -1.4% | -0.3% |
| 30D | -22.8% | +9.3% | -32.1% | -26.0% |
| 3M | -48.8% | +0.5% | -49.2% | -48.8% |
| 6M | -16.3% | +10.4% | -26.7% | -20.2% |
| YTD | -44.5% | +28.7% | -73.2% | -51.2% |
| 1Y | -43.4% | +33.2% | -76.6% | -51.1% |
| 3Y | +44.3% | +38.4% | +5.8% | +18.1% |
| 5Y | +85.1% | +26.2% | +58.9% | +56.4% |
| All | +1,046.6% | +257.3% | +789.3% | +482.6% |
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