+251.7%
CB vs AXON
+1,058.0%
-806.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.7% | -1.6% | +0.9% |
| 7D | +2.9% | +0.8% | +2.2% | +2.9% |
| 30D | +7.3% | -22.8% | +30.1% | +9.3% |
| 3M | +9.4% | -48.8% | +58.2% | +14.9% |
| 6M | +19.6% | -16.3% | +35.9% | +19.9% |
| YTD | +21.5% | -44.5% | +65.9% | +25.3% |
| 1Y | +28.0% | -43.4% | +71.4% | +31.7% |
| 3Y | +74.9% | +44.3% | +30.6% | +57.4% |
| 5Y | +108.1% | +85.1% | +23.0% | +77.3% |
| All | +251.7% | +1,058.0% | -806.3% | +145.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling