+34.8%
CTSH vs AXON
+1,058.0%
-1,023.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.7% | -3.4% | -1.1% |
| 7D | -2.1% | +0.8% | -2.9% | -2.3% |
| 30D | +1.4% | -22.8% | +24.2% | +5.1% |
| 3M | +7.5% | -48.8% | +56.2% | +18.7% |
| 6M | +39.6% | -16.3% | +55.9% | +41.0% |
| YTD | -22.3% | -44.5% | +22.2% | -17.0% |
| 1Y | -12.0% | -43.4% | +31.4% | -6.3% |
| 3Y | +1.8% | +44.3% | -42.5% | -12.2% |
| 5Y | -15.8% | +85.1% | -100.9% | -33.0% |
| All | +34.8% | +1,058.0% | -1,023.1% | -15.2% |
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