+71.6%
CB vs AXON
+31.7%
+39.9%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | -0.4% |
| 7D | -1.5% | -28.7% | +27.2% | -1.2% |
| 30D | +6.5% | -28.3% | +34.8% | +6.8% |
| 3M | +4.1% | -46.9% | +51.0% | +4.4% |
| 6M | +14.4% | -24.9% | +39.3% | +14.7% |
| YTD | +17.5% | -46.6% | +64.1% | +18.0% |
| 1Y | +27.5% | -49.7% | +77.2% | +28.2% |
| 3Y | +71.6% | +40.6% | +31.0% | +63.5% |
| All | +71.6% | +31.7% | +39.9% | +63.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling