+50.0%
CI vs AXON
+71.5%
-21.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.1% | +3.8% | +0.7% |
| 7D | +0.1% | -28.7% | +28.9% | +0.6% |
| 30D | +4.7% | -28.3% | +33.0% | +5.2% |
| 3M | +5.2% | -46.9% | +52.1% | +6.1% |
| 6M | +3.8% | -24.9% | +28.7% | +3.8% |
| YTD | +9.2% | -46.6% | +55.8% | +9.9% |
| 1Y | +14.3% | -49.7% | +63.9% | +15.1% |
| 3Y | +8.4% | +40.6% | -32.1% | +3.5% |
| 5Y | +50.0% | +71.9% | -21.8% | +34.5% |
| All | +50.0% | +71.5% | -21.5% | +34.5% |
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