+105.2%
CTVA vs AXON
+177.9%
-72.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.2% | -2.1% |
| 7D | -2.1% | -2.5% | +0.4% | -1.9% |
| 30D | +12.0% | -11.5% | +23.5% | +12.8% |
| 3M | +13.5% | +7.3% | +6.2% | +12.3% |
| 6M | +12.1% | -11.9% | +24.1% | +12.6% |
| YTD | +29.0% | -11.0% | +40.0% | +29.0% |
| 1Y | +18.9% | -31.8% | +50.6% | +21.7% |
| 3Y | +78.9% | +135.4% | -56.5% | +59.0% |
| 5Y | +105.2% | +176.9% | -71.6% | +75.8% |
| All | +105.2% | +177.9% | -72.7% | +75.8% |
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