+762.7%
AXTI vs CFG
+216.2%
+546.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.6% | -4.5% | -4.2% |
| 7D | +7.6% | +3.2% | +4.4% | +6.0% |
| 30D | -32.1% | +5.1% | -37.2% | -33.7% |
| 3M | -46.0% | -11.2% | -34.7% | -42.3% |
| 6M | -65.7% | +9.6% | -75.2% | -68.0% |
| YTD | +155.9% | +15.0% | +140.9% | +132.0% |
| 1Y | +300.8% | +29.9% | +270.9% | +238.7% |
| 3Y | +1,981.6% | +192.1% | +1,789.5% | +1,056.3% |
| 5Y | +359.3% | +62.3% | +297.0% | +235.4% |
| All | +762.7% | +216.2% | +546.5% | +452.6% |
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