-1.1%
CAT vs AXON
-50.2%
+49.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -18.2% | +19.1% | +1.0% |
| 7D | -10.3% | -26.8% | +16.5% | -10.2% |
| 30D | -31.2% | -22.9% | -8.3% | -31.1% |
| 3M | -34.7% | -40.1% | +5.4% | -34.5% |
| 6M | -39.5% | -18.9% | -20.6% | -39.3% |
| YTD | -1.7% | -44.9% | +43.2% | -0.4% |
| 1Y | -1.1% | -46.7% | +45.6% | +1.4% |
| All | -1.1% | -50.2% | +49.1% | +1.4% |
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