+4.5%
CFG vs AXTX
-92.7%
+97.3%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -8.1% | +8.7% | +0.6% |
| 7D | +3.2% | +9.8% | -6.6% | +3.3% |
| 30D | +5.1% | -65.3% | +70.4% | +4.6% |
| 3M | -11.2% | -83.3% | +72.1% | -11.7% |
| 6M | +9.6% | -97.0% | +106.5% | +7.0% |
| All | +4.5% | -92.7% | +97.3% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AXTX.
Daily Out/Under-Performance
Portfolio return minus AXTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXTX 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 AXTX 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