+1,304.8%
AXON vs CP
+253.8%
+1,051.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -1.7% | -16.5% | -17.4% |
| 7D | -26.8% | +2.8% | -29.6% | -27.7% |
| 30D | -22.9% | +10.2% | -33.1% | -26.3% |
| 3M | -40.1% | +2.4% | -42.4% | -40.5% |
| 6M | -18.9% | +7.7% | -26.5% | -21.7% |
| YTD | -44.9% | +26.0% | -70.9% | -51.1% |
| 1Y | -46.7% | +34.6% | -81.3% | -54.2% |
| 3Y | +44.3% | +26.7% | +17.7% | +23.7% |
| 5Y | +71.4% | +24.9% | +46.5% | +45.3% |
| All | +1,304.8% | +253.8% | +1,051.0% | +590.2% |
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