+3,712.1%
CAT vs AXON
+75,157.7%
-71,445.7%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -9.8% | +3.4% | -5.0% |
| 7D | -14.5% | -12.7% | -1.8% | -12.9% |
| 30D | -35.7% | -8.6% | -27.1% | -35.0% |
| 3M | -36.3% | -37.2% | +0.9% | -32.6% |
| 6M | -38.5% | +0.5% | -39.1% | -39.8% |
| YTD | -2.5% | -32.6% | +30.1% | 0.0% |
| 1Y | -1.9% | -40.2% | +38.3% | +2.3% |
| 3Y | +139.2% | +76.1% | +63.1% | +106.7% |
| 5Y | +192.1% | +109.5% | +82.7% | +139.9% |
| 10Y | +732.3% | +1,640.5% | -908.2% | +368.9% |
| All | +3,712.1% | +75,157.7% | -71,445.7% | +1,260.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling