+445.7%
CSX vs AXON
+1,616.3%
-1,170.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -9.8% | +7.5% | -1.0% |
| 7D | -2.7% | -12.7% | +10.0% | -0.9% |
| 30D | +7.0% | -8.6% | +15.6% | +8.2% |
| 3M | -0.3% | -37.2% | +36.9% | +5.4% |
| 6M | +13.5% | +0.5% | +13.0% | +11.2% |
| YTD | +41.5% | -32.6% | +74.1% | +45.5% |
| 1Y | +45.8% | -40.2% | +85.9% | +52.5% |
| 3Y | +74.4% | +76.1% | -1.7% | +46.2% |
| 5Y | +53.6% | +109.5% | -55.9% | +20.8% |
| All | +445.7% | +1,616.3% | -1,170.6% | +194.1% |
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