+492.8%
CEG vs AXON
+188.9%
+303.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -9.8% | +7.3% | -0.5% |
| 7D | -9.4% | -12.7% | +3.2% | -7.1% |
| 30D | -20.2% | -8.6% | -11.6% | -19.0% |
| 3M | -9.5% | -37.2% | +27.8% | -1.7% |
| 6M | -25.0% | +0.5% | -25.5% | -28.4% |
| YTD | -31.9% | -32.6% | +0.8% | -29.1% |
| 1Y | -33.7% | -40.2% | +6.5% | -28.9% |
| 3Y | +108.7% | +76.1% | +32.6% | +70.6% |
| All | +492.8% | +188.9% | +303.9% | +320.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling