+77.2%
AXON vs CHRW
+49.0%
+28.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -2.3% | -15.9% | -17.8% |
| 7D | -26.8% | +0.6% | -27.4% | -26.8% |
| 30D | -22.9% | -7.3% | -15.6% | -21.9% |
| 3M | -40.1% | -14.2% | -25.9% | -38.8% |
| 6M | -18.9% | -25.1% | +6.2% | -16.0% |
| YTD | -44.9% | -21.2% | -23.7% | -43.9% |
| 1Y | -46.7% | -14.2% | -32.5% | -46.6% |
| 3Y | +44.3% | +63.5% | -19.2% | +23.8% |
| All | +77.2% | +49.0% | +28.2% | +54.0% |
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