+336.7%
COP vs AXON
+1,058.0%
-721.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.7% | -1.1% | +1.3% |
| 7D | +4.4% | +0.8% | +3.6% | +4.3% |
| 30D | 0.0% | -22.8% | +22.7% | +2.6% |
| 3M | +15.0% | -48.8% | +63.8% | +23.5% |
| 6M | +22.0% | -16.3% | +38.3% | +21.3% |
| YTD | +55.3% | -44.5% | +99.8% | +61.6% |
| 1Y | +64.1% | -43.4% | +107.5% | +70.1% |
| 3Y | +34.1% | +44.3% | -10.2% | +13.0% |
| 5Y | +133.4% | +85.1% | +48.3% | +81.2% |
| All | +336.7% | +1,058.0% | -721.3% | +133.8% |
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