+86.7%
AXON vs CHRW
+60.9%
+25.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.7% | +0.6% | +3.6% |
| 7D | -25.6% | -0.1% | -25.6% | -25.6% |
| 30D | -23.9% | -4.3% | -19.6% | -23.4% |
| 3M | -50.4% | -7.4% | -43.0% | -50.0% |
| 6M | -20.0% | -20.7% | +0.7% | -18.0% |
| YTD | -44.5% | -15.9% | -28.6% | -44.1% |
| 1Y | -44.9% | -9.9% | -35.0% | -45.2% |
| 3Y | +44.7% | +79.0% | -34.2% | +22.1% |
| 5Y | +86.7% | +61.3% | +25.4% | +66.5% |
| All | +86.7% | +60.9% | +25.7% | +66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling