+183.3%
CAT vs AXON
+71.5%
+111.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -18.2% | +19.1% | +2.6% |
| 7D | -10.3% | -26.8% | +16.5% | -7.9% |
| 30D | -31.2% | -22.9% | -8.3% | -29.7% |
| 3M | -34.7% | -40.1% | +5.4% | -31.9% |
| 6M | -39.5% | -18.9% | -20.6% | -39.5% |
| YTD | -1.7% | -44.9% | +43.2% | +2.2% |
| 1Y | -1.1% | -46.7% | +45.6% | +3.2% |
| 3Y | +143.9% | +44.3% | +99.5% | +110.8% |
| All | +183.3% | +71.5% | +111.8% | +121.0% |
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