+562.3%
CEG vs AXON
+128.5%
+433.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -3.0% |
| 7D | +1.7% | -27.4% | +29.0% | +7.3% |
| 30D | -10.2% | -28.5% | +18.3% | -5.0% |
| 3M | -0.8% | -49.3% | +48.4% | +11.6% |
| 6M | -11.5% | -25.0% | +13.5% | -10.8% |
| YTD | -23.9% | -46.7% | +22.9% | -17.7% |
| 1Y | -25.4% | -48.3% | +22.9% | -18.8% |
| 3Y | +124.2% | +38.8% | +85.3% | +90.6% |
| All | +562.3% | +128.5% | +433.8% | +387.8% |
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