+5.7%
CVS vs AXON
+71.5%
-65.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -18.2% | +21.3% | +3.1% |
| 7D | -7.1% | -26.8% | +19.7% | -7.0% |
| 30D | -4.0% | -22.9% | +18.9% | -3.9% |
| 3M | -12.2% | -40.1% | +27.9% | -12.0% |
| 6M | -2.2% | -18.9% | +16.7% | -2.5% |
| YTD | +8.9% | -44.9% | +53.8% | +9.5% |
| 1Y | +9.9% | -46.7% | +56.6% | +10.5% |
| 3Y | +32.1% | +44.3% | -12.2% | +27.6% |
| All | +5.7% | +71.5% | -65.8% | -4.9% |
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