+326.0%
CAT vs AXON
+179.8%
+146.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.2% | +5.9% | +2.1% |
| 7D | +1.7% | -14.2% | +15.9% | +3.1% |
| 30D | -6.6% | -15.4% | +8.8% | -5.4% |
| 3M | -13.3% | +0.5% | -13.8% | -14.0% |
| 6M | +11.6% | -9.5% | +21.1% | +11.8% |
| YTD | +42.9% | -9.2% | +52.2% | +42.3% |
| 1Y | +95.4% | -29.4% | +124.8% | +100.3% |
| 3Y | +196.6% | +139.4% | +57.2% | +147.5% |
| All | +326.0% | +179.8% | +146.1% | +222.5% |
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