+101.0%
CB vs AXON
+179.8%
-78.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.2% | +2.3% | -1.8% |
| 7D | +0.5% | -14.2% | +14.7% | +1.0% |
| 30D | -3.1% | -15.4% | +12.3% | -2.7% |
| 3M | +9.0% | +0.5% | +8.5% | +8.6% |
| 6M | +2.9% | -9.5% | +12.4% | +2.8% |
| YTD | +10.1% | -9.2% | +19.3% | +10.0% |
| 1Y | +22.8% | -29.4% | +52.2% | +24.1% |
| 3Y | +73.8% | +139.4% | -65.6% | +57.5% |
| All | +101.0% | +179.8% | -78.8% | +69.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling