+129.9%
AXON vs CSGP
-61.6%
+191.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.0% | -2.2% | +0.2% |
| 7D | +0.2% | +18.3% | -18.1% | -6.6% |
| 30D | +3.0% | +17.8% | -14.8% | -5.1% |
| 3M | -30.1% | +9.3% | -39.4% | -33.6% |
| 6M | +7.7% | -7.9% | +15.6% | +9.4% |
| YTD | -25.3% | -51.5% | +26.2% | -2.6% |
| 1Y | -39.9% | -53.3% | +13.4% | -20.5% |
| 3Y | +95.2% | -57.9% | +153.1% | +156.2% |
| 5Y | +129.9% | -61.3% | +191.2% | +181.7% |
| All | +129.9% | -61.6% | +191.4% | +181.7% |
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