+1,854.5%
AXON vs COR
+397.4%
+1,457.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -1.6% |
| 7D | -2.5% | -1.9% | -0.6% | -2.1% |
| 30D | -11.5% | +1.5% | -13.0% | -11.8% |
| 3M | +7.3% | +18.7% | -11.4% | +3.1% |
| 6M | -11.9% | -9.0% | -2.9% | -10.7% |
| YTD | -11.0% | -3.3% | -7.7% | -11.3% |
| 1Y | -31.8% | +9.8% | -41.6% | -34.5% |
| 3Y | +135.4% | +87.4% | +48.0% | +89.7% |
| 5Y | +176.9% | +180.5% | -3.6% | +94.2% |
| 10Y | +1,854.5% | +398.1% | +1,456.3% | +1,041.1% |
| All | +1,854.5% | +397.4% | +1,457.1% | +1,041.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling