+690.5%
CAT vs AXON
+1,057.9%
-367.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.3% | -1.3% | +2.4% |
| 7D | +1.7% | -25.6% | +27.4% | +5.3% |
| 30D | -24.6% | -23.9% | -0.7% | -22.3% |
| 3M | -28.5% | -50.4% | +21.9% | -22.5% |
| 6M | -34.8% | -20.0% | -14.8% | -34.4% |
| YTD | +5.9% | -44.5% | +50.4% | +10.9% |
| 1Y | +6.8% | -44.9% | +51.7% | +12.0% |
| 3Y | +161.1% | +44.7% | +116.4% | +127.0% |
| 5Y | +213.4% | +86.7% | +126.7% | +154.6% |
| All | +690.5% | +1,057.9% | -367.4% | +374.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AXON.
Daily Out/Under-Performance
Portfolio return minus AXON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXON 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 AXON 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