+6.5%
CAT vs AXON
-46.2%
+52.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | +0.6% |
| 7D | +9.3% | -19.7% | +29.0% | +9.4% |
| 30D | -21.5% | -25.7% | +4.2% | -21.3% |
| 3M | -29.1% | -48.8% | +19.7% | -28.8% |
| 6M | -33.4% | -22.0% | -11.4% | -33.1% |
| YTD | +6.6% | -45.9% | +52.5% | +7.8% |
| 1Y | +6.5% | -46.1% | +52.6% | +8.3% |
| All | +6.5% | -46.2% | +52.7% | +8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling