+88.4%
AXON vs COR
+203.9%
-115.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.0% | -0.2% | +2.5% |
| 7D | +0.8% | +7.8% | -7.1% | +0.3% |
| 30D | -22.8% | +7.0% | -29.8% | -23.0% |
| 3M | -48.8% | +16.3% | -65.0% | -49.0% |
| 6M | -16.3% | +41.3% | -57.6% | -17.0% |
| YTD | -44.5% | +7.1% | -51.6% | -44.6% |
| 1Y | -43.4% | -0.8% | -42.6% | -43.4% |
| 3Y | +44.3% | +85.0% | -40.7% | +30.2% |
| All | +88.4% | +203.9% | -115.4% | +52.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling