+60.7%
COP vs AXON
-40.7%
+101.4%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.8% | -7.0% | -5.0% |
| 7D | -8.1% | +0.2% | -8.4% | -8.1% |
| 30D | +6.7% | +3.0% | +3.6% | +7.0% |
| 3M | +16.9% | -30.1% | +47.0% | +14.3% |
| 6M | +11.2% | +7.7% | +3.5% | +11.9% |
| YTD | +49.5% | -25.3% | +74.8% | +49.9% |
| 1Y | +60.7% | -39.9% | +100.6% | +66.4% |
| All | +60.7% | -40.7% | +101.4% | +66.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling