+47.7%
CI vs AXON
+71.5%
-23.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -18.2% | +15.6% | -2.3% |
| 7D | -1.6% | -26.8% | +25.3% | -1.1% |
| 30D | +5.4% | -22.9% | +28.3% | +5.8% |
| 3M | +7.3% | -40.1% | +47.3% | +7.9% |
| 6M | +5.3% | -18.9% | +24.2% | +5.2% |
| YTD | +8.5% | -44.9% | +53.4% | +9.1% |
| 1Y | +17.1% | -46.7% | +63.8% | +17.9% |
| 3Y | +1.4% | +44.3% | -42.9% | -3.2% |
| All | +47.7% | +71.5% | -23.8% | +32.2% |
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 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