+77.2%
AXON vs CPB
-31.3%
+108.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -1.3% | -16.9% | -18.2% |
| 7D | -26.8% | +8.0% | -34.8% | -26.7% |
| 30D | -22.9% | +22.4% | -45.3% | -22.6% |
| 3M | -40.1% | +2.5% | -42.6% | -40.3% |
| 6M | -18.9% | +12.2% | -31.1% | -18.5% |
| YTD | -44.9% | -12.8% | -32.1% | -46.7% |
| 1Y | -46.7% | -19.2% | -27.5% | -49.0% |
| 3Y | +44.3% | -35.6% | +79.9% | +34.7% |
| All | +77.2% | -31.3% | +108.5% | +94.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling