+109.5%
AXON vs CSGP
-62.1%
+171.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -1.6% | -8.2% | -9.2% |
| 7D | -12.7% | +13.9% | -26.6% | -17.3% |
| 30D | -8.6% | +16.0% | -24.6% | -15.2% |
| 3M | -37.2% | +6.1% | -43.3% | -39.6% |
| 6M | +0.5% | -8.2% | +8.7% | +2.2% |
| YTD | -32.6% | -52.3% | +19.7% | -11.6% |
| 1Y | -40.2% | -54.5% | +14.3% | -19.9% |
| 3Y | +76.1% | -58.6% | +134.7% | +132.8% |
| 5Y | +109.5% | -61.5% | +171.0% | +157.9% |
| All | +109.5% | -62.1% | +171.5% | +157.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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