+1,060.5%
AXON vs CHRW
+131.8%
+928.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.7% | +0.6% | +3.3% |
| 7D | -25.6% | -0.1% | -25.6% | -25.5% |
| 30D | -23.9% | -4.3% | -19.6% | -23.1% |
| 3M | -50.4% | -7.4% | -43.0% | -49.7% |
| 6M | -20.0% | -20.7% | +0.7% | -16.7% |
| YTD | -44.5% | -15.9% | -28.6% | -43.8% |
| 1Y | -44.9% | -9.9% | -35.0% | -45.2% |
| 3Y | +44.7% | +79.0% | -34.2% | +12.7% |
| 5Y | +86.7% | +61.3% | +25.4% | +46.8% |
| 10Y | +1,060.5% | +128.5% | +932.0% | +729.4% |
| All | +1,060.5% | +131.8% | +928.7% | +729.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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