+530.9%
CVS vs AXON
+101,343.3%
-100,812.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.2% | +3.7% | -0.2% |
| 7D | +4.0% | -14.2% | +18.1% | +5.0% |
| 30D | -2.4% | -15.4% | +13.0% | -1.5% |
| 3M | +2.7% | +0.5% | +2.2% | +2.0% |
| 6M | +21.9% | -9.5% | +31.4% | +21.6% |
| YTD | +24.7% | -9.2% | +34.0% | +24.0% |
| 1Y | +35.4% | -29.4% | +64.8% | +36.9% |
| 3Y | +65.2% | +139.4% | -74.2% | +49.0% |
| 5Y | +30.5% | +178.9% | -148.4% | +14.4% |
| 10Y | +40.4% | +1,840.8% | -1,800.4% | +0.8% |
| All | +530.9% | +101,343.3% | -100,812.4% | +169.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling