+54.5%
CI vs AXON
+105.6%
-51.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -9.8% | +8.5% | -1.2% |
| 7D | +1.0% | -12.7% | +13.7% | +1.2% |
| 30D | +9.9% | -8.6% | +18.5% | +10.0% |
| 3M | +12.1% | -37.2% | +49.3% | +12.6% |
| 6M | +10.6% | +0.5% | +10.1% | +10.1% |
| YTD | +11.4% | -32.6% | +44.0% | +11.7% |
| 1Y | +18.8% | -40.2% | +59.0% | +19.4% |
| 3Y | +2.9% | +76.1% | -73.2% | -2.0% |
| 5Y | +54.5% | +109.5% | -54.9% | +36.5% |
| All | +54.5% | +105.6% | -51.0% | +36.5% |
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 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