+240.0%
COF vs AXON
+1,813.9%
-1,573.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -1.3% |
| 7D | -6.1% | -11.0% | +4.9% | -3.7% |
| 30D | -5.2% | -24.7% | +19.6% | +0.5% |
| 3M | +17.0% | +7.0% | +10.0% | +13.7% |
| 6M | +12.9% | -9.6% | +22.6% | +12.7% |
| YTD | -13.5% | -15.7% | +2.1% | -13.1% |
| 1Y | -5.9% | -35.9% | +30.1% | -0.1% |
| 3Y | +117.1% | +123.0% | -5.9% | +64.2% |
| 5Y | +45.4% | +166.3% | -120.9% | +0.5% |
| All | +240.0% | +1,813.9% | -1,573.8% | +48.0% |
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