+1,304.8%
AXON vs CVE
+136.1%
+1,168.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -0.6% | -17.6% | -18.1% |
| 7D | -26.8% | -16.1% | -10.7% | -25.1% |
| 30D | -22.9% | -10.4% | -12.5% | -21.9% |
| 3M | -40.1% | -2.4% | -37.7% | -40.2% |
| 6M | -18.9% | -4.4% | -14.5% | -19.2% |
| YTD | -44.9% | +64.9% | -109.8% | -50.0% |
| 1Y | -46.7% | +66.0% | -112.7% | -51.8% |
| 3Y | +44.3% | +57.7% | -13.3% | +29.3% |
| 5Y | +71.4% | +144.7% | -73.4% | +39.2% |
| All | +1,304.8% | +136.1% | +1,168.7% | +808.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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