+12,090.8%
AXON vs CVE
+89.9%
+12,000.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.3% | -2.9% | -3.9% |
| 7D | -14.2% | +2.5% | -16.7% | -14.6% |
| 30D | -15.4% | +16.7% | -32.1% | -18.0% |
| 3M | +0.5% | +9.3% | -8.8% | -1.9% |
| 6M | -9.5% | +43.6% | -53.1% | -16.9% |
| YTD | -9.2% | +93.6% | -102.8% | -21.9% |
| 1Y | -29.4% | +98.8% | -128.1% | -39.8% |
| 3Y | +139.4% | +73.6% | +65.8% | +105.5% |
| 5Y | +178.9% | +312.5% | -133.6% | +90.4% |
| 10Y | +1,840.8% | +161.0% | +1,679.8% | +1,150.8% |
| All | +12,090.8% | +89.9% | +12,000.9% | +7,355.4% |
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 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