+48.2%
CSX vs AXON
+71.5%
-23.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -18.2% | +14.8% | -1.6% |
| 7D | -5.5% | -26.8% | +21.3% | -2.8% |
| 30D | +4.9% | -22.9% | +27.8% | +7.4% |
| 3M | -2.9% | -40.1% | +37.2% | +1.4% |
| 6M | +8.3% | -18.9% | +27.2% | +8.7% |
| YTD | +36.7% | -44.9% | +81.6% | +42.4% |
| 1Y | +41.5% | -46.7% | +88.2% | +47.9% |
| 3Y | +68.6% | +44.3% | +24.3% | +46.1% |
| All | +48.2% | +71.5% | -23.3% | +14.5% |
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