+9,927.9%
AXON vs CVE
+67.4%
+9,860.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -7.6% | +9.5% | +3.2% |
| 7D | +0.2% | -12.1% | +12.3% | +2.5% |
| 30D | +3.0% | -9.8% | +12.8% | +4.7% |
| 3M | -30.1% | -0.7% | -29.4% | -30.6% |
| 6M | +7.7% | -4.3% | +12.0% | +7.1% |
| YTD | -25.3% | +70.6% | -95.9% | -34.6% |
| 1Y | -39.9% | +73.2% | -113.1% | -47.6% |
| 3Y | +95.2% | +60.3% | +34.9% | +69.3% |
| 5Y | +129.9% | +159.3% | -29.4% | +73.0% |
| 10Y | +1,829.8% | +147.4% | +1,682.4% | +1,141.2% |
| All | +9,927.9% | +67.4% | +9,860.5% | +6,147.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling