+8,944.0%
AXON vs CVE
+62.8%
+8,881.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -2.7% | -7.1% | -9.3% |
| 7D | -12.7% | -14.1% | +1.4% | -10.3% |
| 30D | -8.6% | -11.6% | +3.0% | -6.7% |
| 3M | -37.2% | 0.0% | -37.3% | -37.7% |
| 6M | +0.5% | -8.4% | +8.9% | +0.8% |
| YTD | -32.6% | +65.9% | -98.5% | -40.7% |
| 1Y | -40.2% | +69.4% | -109.6% | -47.6% |
| 3Y | +76.1% | +55.9% | +20.2% | +53.5% |
| 5Y | +109.5% | +146.2% | -36.7% | +59.4% |
| 10Y | +1,640.5% | +140.6% | +1,499.9% | +1,025.7% |
| All | +8,944.0% | +62.8% | +8,881.2% | +5,566.5% |
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