-70.0%
CPNG vs AXON
+234.4%
-304.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.7% | +0.6% |
| 7D | -7.6% | -3.3% | -4.2% | -6.7% |
| 30D | -8.8% | -17.8% | +9.0% | -3.6% |
| 3M | -7.2% | +8.3% | -15.5% | -11.9% |
| 6M | -21.5% | -12.4% | -9.2% | -21.2% |
| YTD | -37.4% | -13.7% | -23.7% | -37.5% |
| 1Y | -54.3% | -33.1% | -21.3% | -50.5% |
| 3Y | -20.3% | +128.2% | -148.5% | -56.9% |
| 5Y | -51.2% | +170.5% | -221.7% | -81.0% |
| All | -70.0% | +234.4% | -304.5% | -89.1% |
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 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