+204.7%
CTVA vs AXON
+351.9%
-147.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.1% | +4.9% | +2.1% |
| 7D | +1.6% | -28.7% | +30.3% | +5.2% |
| 30D | -8.5% | -28.3% | +19.8% | -5.4% |
| 3M | +5.3% | -46.9% | +52.2% | +12.2% |
| 6M | -0.1% | -24.9% | +24.8% | +1.2% |
| YTD | +21.2% | -46.6% | +67.8% | +27.0% |
| 1Y | +27.0% | -49.7% | +76.7% | +34.0% |
| 3Y | +87.2% | +40.6% | +46.7% | +62.7% |
| 5Y | +77.9% | +71.9% | +6.0% | +44.9% |
| All | +204.7% | +351.9% | -147.2% | +81.0% |
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