+182.3%
AXON vs CHRW
+83.1%
+99.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.1% | -5.3% | -4.4% |
| 7D | -14.2% | -1.4% | -12.8% | -13.9% |
| 30D | -15.4% | -3.5% | -11.9% | -14.8% |
| 3M | +0.5% | -19.4% | +19.9% | +3.3% |
| 6M | -9.5% | -21.4% | +11.9% | -6.8% |
| YTD | -9.2% | -7.1% | -2.1% | -9.8% |
| 1Y | -29.4% | +17.8% | -47.2% | -33.0% |
| 3Y | +139.4% | +78.8% | +60.6% | +104.4% |
| All | +182.3% | +83.1% | +99.2% | +132.7% |
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