+213.9%
CAT vs AXON
+83.1%
+130.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.7% | -3.5% | -1.1% |
| 7D | +7.4% | +0.8% | +6.7% | +7.3% |
| 30D | -19.7% | -22.8% | +3.1% | -18.0% |
| 3M | -29.6% | -48.8% | +19.2% | -25.5% |
| 6M | -33.2% | -16.3% | -16.9% | -33.3% |
| YTD | +5.7% | -44.5% | +50.1% | +9.7% |
| 1Y | +9.3% | -43.4% | +52.7% | +13.2% |
| 3Y | +158.3% | +44.3% | +114.1% | +123.7% |
| All | +213.9% | +83.1% | +130.8% | +144.9% |
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