+113.0%
COP vs AXON
+71.5%
+41.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -18.2% | +18.8% | +1.0% |
| 7D | -11.5% | -26.8% | +15.3% | -11.0% |
| 30D | +5.0% | -22.9% | +27.9% | +5.5% |
| 3M | +17.5% | -40.1% | +57.6% | +18.7% |
| 6M | +16.2% | -18.9% | +35.1% | +15.3% |
| YTD | +48.8% | -44.9% | +93.7% | +50.4% |
| 1Y | +64.1% | -46.7% | +110.8% | +66.2% |
| 3Y | +25.7% | +44.3% | -18.7% | +15.4% |
| All | +113.0% | +71.5% | +41.5% | +88.1% |
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