+145.0%
CI vs AXON
+1,827.7%
-1,682.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.2% | +2.9% | -1.0% |
| 7D | +1.3% | -14.2% | +15.5% | +2.3% |
| 30D | +4.4% | -15.4% | +19.8% | +5.4% |
| 3M | +0.7% | +0.5% | +0.2% | 0.0% |
| 6M | +0.3% | -9.5% | +9.8% | +0.2% |
| YTD | +3.8% | -9.2% | +13.0% | +3.3% |
| 1Y | -5.5% | -29.4% | +23.9% | -4.2% |
| 3Y | +8.1% | +139.4% | -131.3% | -5.3% |
| 5Y | +42.8% | +178.9% | -136.1% | +20.2% |
| All | +145.0% | +1,827.7% | -1,682.7% | +55.2% |
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