+1,304.8%
AXON vs CPB
-37.5%
+1,342.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -1.3% | -16.9% | -18.2% |
| 7D | -26.8% | +8.0% | -34.8% | -26.8% |
| 30D | -22.9% | +22.4% | -45.3% | -22.7% |
| 3M | -40.1% | +3.8% | -43.9% | -40.2% |
| 6M | -18.9% | +13.7% | -32.5% | -18.7% |
| YTD | -44.9% | -11.7% | -33.2% | -45.6% |
| 1Y | -46.7% | -18.1% | -28.6% | -47.6% |
| 3Y | +44.3% | -34.7% | +79.1% | +40.5% |
| 5Y | +71.4% | -30.6% | +101.9% | +67.2% |
| All | +1,304.8% | -37.5% | +1,342.4% | +1,457.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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