+129.7%
COP vs AXON
+81.2%
+48.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.6% | +4.2% | +1.7% |
| 7D | +3.4% | -19.7% | +23.1% | +3.8% |
| 30D | -0.6% | -25.7% | +25.1% | 0.0% |
| 3M | +10.8% | -48.8% | +59.6% | +12.4% |
| 6M | +19.6% | -22.0% | +41.6% | +18.9% |
| YTD | +52.9% | -45.9% | +98.8% | +54.6% |
| 1Y | +62.2% | -46.1% | +108.3% | +63.9% |
| 3Y | +32.4% | +40.9% | -8.6% | +22.0% |
| 5Y | +129.7% | +80.2% | +49.5% | +102.3% |
| All | +129.7% | +81.2% | +48.6% | +102.3% |
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