+1,304.8%
AXON vs CRL
+386.8%
+918.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | +7.8% | -26.0% | -21.2% |
| 7D | -26.8% | -6.1% | -20.7% | -25.7% |
| 30D | -22.9% | +12.4% | -35.3% | -27.4% |
| 3M | -40.1% | +27.1% | -67.2% | -46.5% |
| 6M | -18.9% | +85.7% | -104.6% | -38.4% |
| YTD | -44.9% | +69.2% | -114.1% | -57.0% |
| 1Y | -46.7% | +97.5% | -144.2% | -61.0% |
| 3Y | +44.3% | +86.1% | -41.8% | -4.9% |
| 5Y | +71.4% | -10.0% | +81.4% | +64.3% |
| All | +1,304.8% | +386.8% | +918.1% | +470.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling