+210.1%
CAT vs AXON
+71.5%
+138.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -3.1% | +10.3% | +7.5% |
| 7D | -2.4% | -28.7% | +26.3% | +0.5% |
| 30D | -25.0% | -28.3% | +3.3% | -22.9% |
| 3M | -28.7% | -46.9% | +18.2% | -24.8% |
| 6M | -33.0% | -24.9% | -8.1% | -32.4% |
| YTD | +5.4% | -46.6% | +52.0% | +9.8% |
| 1Y | +7.3% | -49.7% | +56.9% | +12.6% |
| 3Y | +166.0% | +40.6% | +125.5% | +130.6% |
| 5Y | +210.1% | +71.9% | +138.2% | +143.0% |
| All | +210.1% | +71.5% | +138.6% | +143.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling