+41.5%
CSX vs AXON
-50.2%
+91.7%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -18.2% | +14.8% | -2.8% |
| 7D | -5.5% | -26.8% | +21.3% | -4.8% |
| 30D | +4.9% | -22.9% | +27.8% | +5.7% |
| 3M | -2.9% | -40.1% | +37.2% | -2.0% |
| 6M | +8.3% | -18.9% | +27.2% | +9.7% |
| YTD | +36.7% | -44.9% | +81.6% | +40.9% |
| 1Y | +41.5% | -46.7% | +88.2% | +48.6% |
| All | +41.5% | -50.2% | +91.7% | +48.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling