-44.9%
AXON vs CRL
+101.9%
-146.8%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.2% | +4.5% |
| 7D | -25.6% | +5.0% | -30.7% | -27.1% |
| 30D | -23.9% | +13.5% | -37.4% | -28.3% |
| 3M | -50.4% | +21.5% | -72.0% | -54.7% |
| 6M | -20.0% | +103.4% | -123.4% | -42.2% |
| YTD | -44.5% | +71.8% | -116.3% | -56.4% |
| 1Y | -44.9% | +97.5% | -142.4% | -59.2% |
| All | -44.9% | +101.9% | -146.8% | -59.2% |
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