+83.0%
CTVA vs AXON
+141.6%
-58.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.2% | +3.3% | -0.7% |
| 7D | +4.9% | -14.2% | +19.1% | +5.7% |
| 30D | +11.9% | -15.4% | +27.3% | +12.7% |
| 3M | +13.7% | +0.5% | +13.2% | +13.2% |
| 6M | +13.1% | -9.5% | +22.6% | +14.0% |
| YTD | +32.0% | -9.2% | +41.2% | +32.4% |
| 1Y | +22.1% | -29.4% | +51.4% | +25.3% |
| All | +83.0% | +141.6% | -58.6% | +54.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling