+76.4%
AXON vs CP
+28.7%
+47.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -0.7% | -9.1% | -9.6% |
| 7D | -12.7% | +6.1% | -18.8% | -14.1% |
| 30D | -8.6% | +9.8% | -18.4% | -11.0% |
| 3M | -37.2% | +2.7% | -40.0% | -37.6% |
| 6M | +0.5% | +12.8% | -12.3% | -2.5% |
| YTD | -32.6% | +28.2% | -60.8% | -36.8% |
| 1Y | -40.2% | +34.1% | -74.3% | -44.5% |
| All | +76.4% | +28.7% | +47.7% | +57.3% |
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