+143.0%
AXON vs CP
+17.1%
+125.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.3% | -4.5% | -4.3% |
| 7D | -14.2% | -2.7% | -11.5% | -13.4% |
| 30D | -15.4% | +0.2% | -15.6% | -15.2% |
| 3M | +0.5% | +2.6% | -2.1% | 0.0% |
| 6M | -9.5% | +6.0% | -15.5% | -10.9% |
| YTD | -9.2% | +24.9% | -34.1% | -14.4% |
| 1Y | -29.4% | +20.1% | -49.5% | -32.8% |
| All | +143.0% | +17.1% | +125.9% | +123.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling