-39.9%
AXON vs COR
+5.5%
-45.4%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.0% | -2.1% | +1.8% |
| 7D | +0.2% | +9.1% | -8.9% | +0.3% |
| 30D | +3.0% | +12.4% | -9.4% | +3.1% |
| 3M | -30.1% | +15.8% | -45.9% | -29.7% |
| 6M | +7.7% | +17.1% | -9.3% | +7.5% |
| YTD | -25.3% | +5.4% | -30.7% | -23.8% |
| 1Y | -39.9% | +3.5% | -43.5% | -39.5% |
| All | -39.9% | +5.5% | -45.4% | -39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 1y: compounded portfolio wealth divided by compounded COR 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…
1y analysis · Full analysis span regression · 6 months rolling