-39.9%
AXON vs CRL
+85.3%
-125.3%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -7.3% | +9.1% | +4.6% |
| 7D | +0.2% | -12.8% | +13.0% | +5.3% |
| 30D | +3.0% | +5.0% | -2.0% | +0.1% |
| 3M | -30.1% | +39.4% | -69.5% | -40.3% |
| 6M | +7.7% | +89.4% | -81.6% | -20.5% |
| YTD | -25.3% | +63.6% | -88.9% | -40.9% |
| 1Y | -39.9% | +83.5% | -123.4% | -55.1% |
| All | -39.9% | +85.3% | -125.3% | -55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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