+248.2%
CB vs AXON
+1,304.2%
-1,056.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -18.2% | +16.4% | -0.3% |
| 7D | +0.2% | -26.8% | +27.1% | +2.6% |
| 30D | +9.1% | -22.9% | +32.0% | +11.1% |
| 3M | +3.4% | -40.1% | +43.5% | +7.2% |
| 6M | +14.1% | -18.9% | +33.0% | +14.6% |
| YTD | +18.0% | -44.9% | +62.9% | +21.8% |
| 1Y | +30.1% | -46.7% | +76.8% | +34.6% |
| 3Y | +71.8% | +44.3% | +27.4% | +54.6% |
| 5Y | +101.8% | +71.4% | +30.5% | +73.7% |
| All | +248.2% | +1,304.2% | -1,056.0% | +144.1% |
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 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