+22.0%
CTSH vs AXON
+1,827.7%
-1,805.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.2% | +0.6% | -3.0% |
| 7D | -2.7% | -14.2% | +11.5% | -0.5% |
| 30D | +12.4% | -15.4% | +27.8% | +14.8% |
| 3M | +17.4% | +0.5% | +16.9% | +16.2% |
| 6M | -3.1% | -9.5% | +6.4% | -3.1% |
| YTD | -23.6% | -9.2% | -14.4% | -24.0% |
| 1Y | -10.8% | -29.4% | +18.6% | -8.3% |
| 3Y | -8.3% | +139.4% | -147.7% | -26.0% |
| 5Y | -11.3% | +178.9% | -190.2% | -32.7% |
| All | +22.0% | +1,827.7% | -1,805.8% | -25.7% |
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