+1,470.4%
AXTI vs CFG
+311.8%
+1,158.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.4% | -6.5% | -6.3% |
| 7D | +15.1% | -1.7% | +16.8% | +16.1% |
| 30D | -12.3% | -4.6% | -7.7% | -9.9% |
| 3M | -24.1% | +7.9% | -32.0% | -28.0% |
| 6M | +46.0% | +19.9% | +26.2% | +29.4% |
| YTD | +295.7% | +21.7% | +274.0% | +248.2% |
| 1Y | +1,825.6% | +38.4% | +1,787.2% | +1,480.4% |
| 3Y | +2,630.0% | +187.0% | +2,443.0% | +1,430.1% |
| 5Y | +601.0% | +99.5% | +501.4% | +358.2% |
| All | +1,470.4% | +311.8% | +1,158.6% | +668.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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