-38.5%
CAT vs AXON
-3.4%
-35.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -9.8% | +3.4% | -6.6% |
| 7D | -14.5% | -12.7% | -1.8% | -14.8% |
| 30D | -35.7% | -8.6% | -27.1% | -35.8% |
| 3M | -36.3% | -37.2% | +0.9% | -37.0% |
| 6M | -38.5% | +0.5% | -39.1% | -33.7% |
| All | -38.5% | -3.4% | -35.1% | -33.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling