+1,180.9%
AXON vs CHRW
+131.6%
+1,049.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.9% | -6.1% | -3.9% |
| 7D | -28.7% | +0.2% | -29.0% | -28.7% |
| 30D | -28.3% | -9.4% | -18.9% | -26.6% |
| 3M | -46.9% | -13.3% | -33.6% | -45.3% |
| 6M | -24.9% | -24.2% | -0.7% | -20.9% |
| YTD | -46.6% | -18.9% | -27.8% | -45.5% |
| 1Y | -49.7% | -12.4% | -37.3% | -49.7% |
| 3Y | +40.6% | +72.2% | -31.7% | +10.2% |
| 5Y | +71.9% | +53.4% | +18.5% | +36.6% |
| 10Y | +1,180.9% | +127.0% | +1,053.9% | +750.1% |
| All | +1,180.9% | +131.6% | +1,049.2% | +750.1% |
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